-38.9%
APTV vs PNR
-36.1%
-2.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.2% |
| 7D | -1.2% | -3.9% | +2.7% | -0.2% |
| 30D | -10.6% | -13.8% | +3.2% | -7.7% |
| 3M | -35.0% | -22.5% | -12.5% | -32.0% |
| 6M | -38.9% | -37.2% | -1.8% | -31.0% |
| All | -38.9% | -36.1% | -2.8% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling