-20.3%
PNR vs AMP
+122.1%
-142.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -6.0% | -0.5% | -5.5% | -5.7% |
| 30D | -14.0% | -1.3% | -12.7% | -13.4% |
| 3M | -21.7% | +24.2% | -45.9% | -31.1% |
| 6M | -37.3% | +24.6% | -61.8% | -45.1% |
| YTD | -45.1% | +14.8% | -60.0% | -50.0% |
| 1Y | -49.1% | +12.8% | -61.9% | -53.3% |
| 3Y | -14.8% | +69.0% | -83.8% | -40.0% |
| All | -20.3% | +122.1% | -142.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling