-3.7%
APA vs PNR
+66.2%
-69.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.6% | -6.0% | +10.6% | +8.8% |
| 30D | +11.9% | -14.0% | +25.9% | +23.0% |
| 3M | +22.5% | -21.7% | +44.2% | +39.7% |
| 6M | +37.5% | -37.3% | +74.8% | +78.3% |
| YTD | +87.2% | -45.1% | +132.3% | +165.4% |
| 1Y | +101.4% | -49.1% | +150.6% | +201.6% |
| 3Y | +16.9% | -14.8% | +31.7% | +13.3% |
| 5Y | +178.4% | -21.0% | +199.5% | +179.8% |
| All | -3.7% | +66.2% | -69.8% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling