+367.9%
APP vs PBR
+735.6%
-367.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -10.0% | +17.5% | -27.5% | -12.6% |
| 3M | -41.4% | +20.9% | -62.3% | -43.7% |
| 6M | -41.0% | +20.2% | -61.3% | -43.7% |
| YTD | -54.7% | +84.3% | -139.0% | -60.6% |
| 1Y | -45.3% | +77.1% | -122.5% | -52.2% |
| 3Y | +624.3% | +100.8% | +523.5% | +516.9% |
| 5Y | +329.1% | +556.1% | -227.0% | +169.1% |
| All | +367.9% | +735.6% | -367.7% | +183.3% |
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