+640.8%
APP vs PBR
+98.1%
+542.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.5% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | -10.0% | +19.4% | -29.4% | -13.7% |
| 3M | -44.6% | +20.8% | -65.4% | -47.5% |
| 6M | -37.9% | +23.5% | -61.3% | -42.6% |
| YTD | -53.7% | +83.4% | -137.1% | -63.2% |
| 1Y | -43.0% | +77.6% | -120.5% | -54.5% |
| 3Y | +640.8% | +99.9% | +540.9% | +454.3% |
| All | +640.8% | +98.1% | +542.7% | +454.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling