+172.4%
APTV vs PNR
+194.7%
-22.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.4% |
| 7D | -1.2% | -3.9% | +2.7% | +1.6% |
| 30D | -10.6% | -13.8% | +3.2% | -1.4% |
| 3M | -35.0% | -22.5% | -12.5% | -24.5% |
| 6M | -38.9% | -37.2% | -1.8% | -18.8% |
| YTD | -41.5% | -44.2% | +2.7% | -16.4% |
| 1Y | -45.8% | -46.6% | +0.8% | -20.1% |
| 3Y | -55.7% | -12.5% | -43.2% | -54.8% |
| 5Y | -70.1% | -19.3% | -50.8% | -68.3% |
| 10Y | -19.1% | +67.5% | -86.6% | -46.7% |
| All | +172.4% | +194.7% | -22.3% | +36.0% |
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 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