+6,274.1%
APD vs PNR
+4,177.9%
+2,096.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | +8.2% | +31.7% | -23.5% | -2.1% |
| 3M | +4.3% | +2.6% | +1.6% | +2.7% |
| 6M | +4.7% | -6.4% | +11.1% | +5.6% |
| YTD | +31.5% | -33.4% | +65.0% | +47.7% |
| 1Y | +23.5% | -35.1% | +58.6% | +40.0% |
| 3Y | +29.1% | +17.1% | +12.0% | +17.4% |
| 5Y | +15.9% | -3.5% | +19.4% | +10.7% |
| 10Y | +191.9% | +100.2% | +91.8% | +109.9% |
| All | +6,274.1% | +4,177.9% | +2,096.1% | +2,395.7% |
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