-55.4%
APP vs PBR
+74.7%
-130.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.0% | +17.7% | +9.5% |
| 7D | +4.5% | -11.0% | +15.5% | +2.9% |
| 30D | -3.6% | -18.8% | +15.1% | -6.0% |
| 3M | -35.3% | +7.8% | -43.1% | -34.1% |
| 6M | -42.8% | -7.6% | -35.2% | -41.1% |
| YTD | -59.7% | +72.7% | -132.3% | -57.5% |
| 1Y | -55.4% | +72.9% | -128.3% | -52.6% |
| All | -55.4% | +74.7% | -130.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling