-49.1%
PNR vs AEIS
+81.9%
-131.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.8% |
| 7D | -6.0% | +2.3% | -8.3% | -6.3% |
| 30D | -14.0% | -14.8% | +0.8% | -12.5% |
| 3M | -21.7% | -15.6% | -6.1% | -20.9% |
| 6M | -37.3% | -8.7% | -28.6% | -37.9% |
| YTD | -45.1% | +37.3% | -82.5% | -48.8% |
| 1Y | -49.1% | +80.3% | -129.5% | -55.1% |
| All | -49.1% | +81.9% | -131.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling