+16.4%
APH vs PNR
-31.2%
+47.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.3% | -9.5% | -6.9% |
| 7D | -2.4% | +11.9% | -14.3% | -5.1% |
| 30D | -9.5% | +37.1% | -46.6% | -16.4% |
| 3M | -7.6% | +5.7% | -13.3% | -8.2% |
| 6M | +12.4% | -5.7% | +18.1% | +16.2% |
| YTD | +17.5% | -29.8% | +47.3% | +34.8% |
| 1Y | +16.4% | -31.8% | +48.2% | +35.8% |
| All | +16.4% | -31.2% | +47.6% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling