+84.5%
AAPL vs PNR
-14.2%
+98.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +3.9% |
| 7D | -0.5% | -5.5% | +5.0% | +0.9% |
| 30D | +7.1% | -15.6% | +22.7% | +11.8% |
| 3M | +12.1% | -20.2% | +32.3% | +17.5% |
| 6M | +25.4% | -36.6% | +62.0% | +41.0% |
| YTD | +20.5% | -45.0% | +65.4% | +41.9% |
| 1Y | +44.5% | -47.4% | +92.0% | +73.1% |
| All | +84.5% | -14.2% | +98.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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