+6,267.4%
APD vs PNR
+4,167.9%
+2,099.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | +9.4% | +29.3% | -19.8% | -0.3% |
| 3M | +4.7% | +4.1% | +0.6% | +2.6% |
| 6M | +5.5% | -8.6% | +14.1% | +7.3% |
| YTD | +31.4% | -33.6% | +65.0% | +47.7% |
| 1Y | +24.1% | -36.4% | +60.5% | +41.6% |
| 3Y | +28.8% | +15.1% | +13.7% | +17.8% |
| 5Y | +15.8% | -3.8% | +19.5% | +10.7% |
| 10Y | +191.6% | +99.7% | +91.9% | +109.9% |
| All | +6,267.4% | +4,167.9% | +2,099.5% | +2,395.1% |
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 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