+90.9%
APA vs PNR
-3.8%
+94.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +8.5% | +0.3% | +8.3% | +8.4% |
| 30D | +2.8% | +31.7% | -28.9% | -7.0% |
| 3M | +21.7% | +2.6% | +19.1% | +19.8% |
| 6M | +32.6% | -6.4% | +39.0% | +32.9% |
| YTD | +103.7% | -33.4% | +137.1% | +134.3% |
| 1Y | +101.8% | -35.1% | +136.9% | +134.8% |
| 3Y | +48.1% | +17.1% | +31.0% | +31.0% |
| All | +90.9% | -3.8% | +94.6% | +91.8% |
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