+282.2%
APH vs PNR
-2.8%
+285.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +5.3% |
| 7D | -5.9% | +2.8% | -8.7% | -7.4% |
| 30D | -14.8% | +31.2% | -46.0% | -26.0% |
| 3M | -12.4% | -2.1% | -10.4% | -12.1% |
| 6M | +8.1% | -14.0% | +22.0% | +14.9% |
| YTD | +10.9% | -33.6% | +44.6% | +34.9% |
| 1Y | +8.8% | -35.2% | +44.0% | +33.9% |
| 3Y | +262.1% | +15.8% | +246.2% | +216.4% |
| All | +282.2% | -2.8% | +285.0% | +263.3% |
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