+88.8%
APA vs PNR
-43.1%
+131.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +0.5% | -2.4% | +2.9% | +0.3% |
| 30D | +23.4% | -12.8% | +36.2% | +21.6% |
| 3M | +12.7% | -17.0% | +29.7% | +11.1% |
| 6M | +39.4% | -37.4% | +76.8% | +42.8% |
| YTD | +79.0% | -41.6% | +120.6% | +84.5% |
| 1Y | +88.8% | -44.6% | +133.5% | +99.7% |
| All | +88.8% | -43.1% | +131.9% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling