+227.0%
PNR vs AMP
+2,089.3%
-1,862.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.8% | -1.0% | -12.8% | -13.4% |
| 3M | -22.5% | +23.2% | -45.8% | -29.7% |
| 6M | -37.2% | +20.4% | -57.6% | -42.5% |
| YTD | -44.2% | +13.6% | -57.9% | -47.9% |
| 1Y | -46.6% | +13.4% | -60.0% | -50.2% |
| 3Y | -12.5% | +66.5% | -79.0% | -31.5% |
| 5Y | -19.3% | +120.2% | -139.6% | -44.8% |
| 10Y | +67.5% | +576.5% | -509.0% | -33.2% |
| All | +227.0% | +2,089.3% | -1,862.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling