-18.4%
APTV vs PNR
+66.2%
-84.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -5.0% | -6.0% | +1.0% | -0.6% |
| 30D | -6.1% | -14.0% | +7.9% | +4.8% |
| 3M | -33.0% | -21.7% | -11.3% | -21.9% |
| 6M | -35.2% | -37.3% | +2.0% | -11.5% |
| YTD | -40.1% | -45.1% | +5.0% | -10.3% |
| 1Y | -45.6% | -49.1% | +3.5% | -13.5% |
| 3Y | -54.4% | -14.8% | -39.5% | -53.3% |
| 5Y | -68.9% | -21.0% | -47.9% | -67.0% |
| All | -18.4% | +66.2% | -84.6% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling