+382.3%
APP vs PBR
+753.6%
-371.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.7% |
| 7D | +0.3% | +4.2% | -4.0% | -0.5% |
| 30D | -1.3% | +22.7% | -24.1% | -4.9% |
| 3M | -36.2% | +21.5% | -57.7% | -38.7% |
| 6M | -34.1% | +24.0% | -58.1% | -37.4% |
| YTD | -53.3% | +88.2% | -141.6% | -59.5% |
| 1Y | -44.5% | +74.8% | -119.4% | -51.3% |
| 3Y | +646.7% | +105.1% | +541.5% | +533.7% |
| 5Y | +306.4% | +572.2% | -265.8% | +153.7% |
| All | +382.3% | +753.6% | -371.2% | +191.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling