+119,301.1%
APH vs PNR
+2,766.6%
+116,534.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +5.1% |
| 7D | -5.9% | +2.8% | -8.7% | -7.2% |
| 30D | -14.8% | +31.2% | -46.0% | -24.6% |
| 3M | -12.4% | -2.1% | -10.4% | -12.5% |
| 6M | +8.1% | -14.0% | +22.0% | +12.9% |
| YTD | +10.9% | -33.6% | +44.6% | +28.8% |
| 1Y | +8.8% | -35.2% | +44.0% | +27.5% |
| 3Y | +262.1% | +15.8% | +246.2% | +229.1% |
| 5Y | +283.1% | -1.8% | +285.0% | +268.1% |
| 10Y | +908.1% | +117.0% | +791.1% | +579.7% |
| All | +119,301.1% | +2,766.6% | +116,534.6% | +41,890.2% |
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 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