+979.9%
APA vs PNR
+4,177.9%
-3,198.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +8.5% | +0.3% | +8.3% | +8.4% |
| 30D | +2.8% | +31.7% | -28.9% | -9.3% |
| 3M | +21.7% | +2.6% | +19.1% | +18.7% |
| 6M | +32.6% | -6.4% | +39.0% | +31.9% |
| YTD | +103.7% | -33.4% | +137.1% | +130.3% |
| 1Y | +101.8% | -35.1% | +136.9% | +130.4% |
| 3Y | +48.1% | +17.1% | +31.0% | +31.0% |
| 5Y | +91.9% | -3.5% | +95.4% | +79.9% |
| 10Y | +8.4% | +100.2% | -91.8% | -20.6% |
| All | +979.9% | +4,177.9% | -3,198.0% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling