+177.2%
APA vs PNR
-21.1%
+198.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +0.8% | -5.5% | +6.3% | +2.8% |
| 30D | +9.6% | -15.6% | +25.2% | +16.3% |
| 3M | +18.0% | -20.2% | +38.2% | +26.2% |
| 6M | +41.9% | -36.6% | +78.5% | +65.2% |
| YTD | +86.3% | -45.0% | +131.3% | +131.4% |
| 1Y | +97.9% | -47.4% | +145.3% | +151.0% |
| 3Y | +12.8% | -13.7% | +26.5% | +12.0% |
| 5Y | +177.2% | -20.8% | +198.0% | +208.8% |
| All | +177.2% | -21.1% | +198.3% | +208.8% |
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