+1,188.4%
AAPL vs PR
+169.5%
+1,018.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +3.0% | +18.0% | -15.1% | +2.0% |
| 3M | +2.9% | +16.9% | -14.0% | +1.9% |
| 6M | +22.1% | +28.2% | -6.1% | +20.1% |
| YTD | +18.0% | +69.3% | -51.3% | +14.2% |
| 1Y | +33.9% | +69.5% | -35.6% | +29.4% |
| 3Y | +71.2% | +81.7% | -10.5% | +63.8% |
| 5Y | +112.6% | +422.2% | -309.6% | +92.6% |
| 10Y | +1,198.8% | +110.4% | +1,088.4% | +1,296.0% |
| All | +1,188.4% | +169.5% | +1,018.9% | +1,248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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