-32.7%
APP vs PBR
+42.7%
-75.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.3% |
| 7D | +10.6% | -3.7% | +14.3% | +9.5% |
| 30D | +44.6% | -29.0% | +73.6% | +37.8% |
| 3M | +29.6% | +4.9% | +24.7% | +30.5% |
| 6M | -19.8% | -8.4% | -11.4% | -18.6% |
| YTD | -41.6% | +59.4% | -100.9% | -40.7% |
| 1Y | -32.7% | +45.5% | -78.2% | -29.9% |
| All | -32.7% | +42.7% | -75.4% | -29.9% |
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