+40.2%
APH vs PNR
-47.2%
+87.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.8% |
| 30D | -3.0% | -13.8% | +10.8% | +1.3% |
| 3M | +5.7% | -22.5% | +28.3% | +14.1% |
| 6M | +20.0% | -37.2% | +57.1% | +40.5% |
| YTD | +20.8% | -44.2% | +65.0% | +47.5% |
| 1Y | +40.2% | -46.6% | +86.9% | +76.2% |
| All | +40.2% | -47.2% | +87.5% | +76.2% |
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