+355.9%
APH vs PNR
-17.2%
+373.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +5.0% | -2.4% | +7.3% | +6.2% |
| 30D | -3.9% | -12.8% | +8.9% | +2.8% |
| 3M | +13.0% | -17.0% | +30.0% | +22.4% |
| 6M | +25.2% | -37.4% | +62.6% | +58.1% |
| YTD | +22.9% | -41.6% | +64.5% | +60.3% |
| 1Y | +47.8% | -44.6% | +92.5% | +98.2% |
| 3Y | +283.0% | -12.1% | +295.2% | +290.1% |
| All | +355.9% | -17.2% | +373.1% | +366.5% |
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