+1,116.2%
PNR vs AEIS
+2,641.0%
-1,524.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.1% |
| 7D | -3.0% | +8.1% | -11.2% | -4.3% |
| 30D | -14.9% | -11.1% | -3.8% | -13.5% |
| 3M | -19.0% | -5.6% | -13.4% | -19.5% |
| 6M | -35.9% | -0.6% | -35.3% | -37.2% |
| YTD | -43.1% | +38.0% | -81.2% | -47.6% |
| 1Y | -46.4% | +87.2% | -133.6% | -53.4% |
| 3Y | -10.8% | +179.7% | -190.5% | -28.5% |
| 5Y | -18.9% | +241.7% | -260.6% | -37.5% |
| 10Y | +64.4% | +547.2% | -482.8% | +10.1% |
| All | +1,116.2% | +2,641.0% | -1,524.8% | +470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling