+732.7%
PNR vs AEE
+818.5%
-85.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -3.9% | +1.1% | -4.9% | -4.4% |
| 30D | -13.8% | 0.0% | -13.8% | -13.9% |
| 3M | -22.5% | -0.9% | -21.6% | -22.2% |
| 6M | -37.2% | -2.4% | -34.7% | -36.6% |
| YTD | -44.2% | +8.6% | -52.9% | -46.6% |
| 1Y | -46.6% | +10.2% | -56.8% | -49.3% |
| 3Y | -12.5% | +47.8% | -60.3% | -28.8% |
| 5Y | -19.3% | +40.1% | -59.5% | -33.2% |
| 10Y | +67.5% | +195.0% | -127.5% | -7.6% |
| All | +732.7% | +818.5% | -85.7% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling