-40.3%
PNR vs AMRZ
-17.3%
-23.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.6% | -1.2% |
| 7D | -3.0% | -2.0% | -1.0% | -2.4% |
| 30D | -14.9% | -9.8% | -5.1% | -11.9% |
| 3M | -19.0% | -17.2% | -1.8% | -14.2% |
| 6M | -35.9% | -26.9% | -9.0% | -29.8% |
| YTD | -43.1% | -21.5% | -21.7% | -38.8% |
| 1Y | -46.4% | -22.9% | -23.5% | -42.4% |
| All | -40.3% | -17.3% | -23.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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