-14.6%
PNR vs AEIS
+160.8%
-175.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -15.6% | -16.4% | +0.8% | -12.3% |
| 3M | -20.2% | -11.1% | -9.1% | -20.2% |
| 6M | -36.6% | -12.0% | -24.6% | -37.3% |
| YTD | -45.0% | +30.9% | -75.9% | -52.7% |
| 1Y | -47.4% | +74.3% | -121.8% | -59.9% |
| All | -14.6% | +160.8% | -175.4% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling