+503.8%
APP vs PBR
+622.6%
-118.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | +10.6% | -3.7% | +14.3% | +11.1% |
| 30D | +44.6% | -29.0% | +73.6% | +51.4% |
| 3M | +29.6% | +4.9% | +24.7% | +26.5% |
| 6M | -19.8% | -8.4% | -11.4% | -20.0% |
| YTD | -41.6% | +59.4% | -100.9% | -48.6% |
| 1Y | -32.7% | +45.5% | -78.2% | -39.7% |
| 3Y | +799.0% | +67.4% | +731.6% | +678.8% |
| 5Y | +250.4% | +453.0% | -202.6% | +127.0% |
| All | +503.8% | +622.6% | -118.8% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling