+25.3%
APD vs PNR
-20.5%
+45.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.2% |
| 7D | -4.6% | -3.9% | -0.7% | -3.3% |
| 30D | -4.2% | -13.8% | +9.6% | +0.8% |
| 3M | +5.0% | -22.5% | +27.5% | +13.8% |
| 6M | +8.9% | -37.2% | +46.1% | +26.6% |
| YTD | +21.9% | -44.2% | +66.1% | +47.5% |
| 1Y | +5.6% | -46.6% | +52.2% | +30.0% |
| 3Y | +6.9% | -12.5% | +19.4% | +5.3% |
| 5Y | +25.3% | -19.3% | +44.7% | +18.1% |
| All | +25.3% | -20.5% | +45.8% | +18.1% |
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