-35.9%
APP vs PBR
+70.4%
-106.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.0% |
| 7D | +0.9% | +8.6% | -7.7% | +2.0% |
| 30D | -23.3% | +12.8% | -36.1% | -22.0% |
| 3M | -42.6% | +14.7% | -57.3% | -41.3% |
| 6M | -33.6% | +25.2% | -58.8% | -34.1% |
| YTD | -52.4% | +77.1% | -129.6% | -52.6% |
| 1Y | -35.9% | +69.6% | -105.4% | -36.7% |
| All | -35.9% | +70.4% | -106.3% | -36.7% |
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