+313.2%
APP vs PBR
+462.3%
-149.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | +61.1% | -13.3% | +74.4% | +63.6% |
| 30D | +42.8% | -27.7% | +70.5% | +48.6% |
| 3M | +16.7% | +2.7% | +14.0% | +14.4% |
| 6M | -15.6% | -6.7% | -8.9% | -16.1% |
| YTD | -41.3% | +60.9% | -102.3% | -48.3% |
| 1Y | -39.3% | +46.6% | -85.9% | -45.5% |
| 3Y | +803.2% | +69.1% | +734.1% | +684.9% |
| 5Y | +313.2% | +469.6% | -156.5% | +139.3% |
| All | +313.2% | +462.3% | -149.2% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling