+127.8%
AAPL vs PNR
-21.7%
+149.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.8% | -6.0% | +9.9% | +6.3% |
| 30D | +9.9% | -14.0% | +23.9% | +16.4% |
| 3M | +12.5% | -21.7% | +34.2% | +21.9% |
| 6M | +27.6% | -37.3% | +64.9% | +51.2% |
| YTD | +22.6% | -45.1% | +67.7% | +53.5% |
| 1Y | +45.0% | -49.1% | +94.1% | +88.0% |
| 3Y | +87.8% | -14.8% | +102.6% | +83.1% |
| All | +127.8% | -21.7% | +149.5% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling