+391.7%
APP vs PBR
+703.3%
-311.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | +0.9% | +8.6% | -7.7% | -0.6% |
| 30D | -23.3% | +12.8% | -36.1% | -25.0% |
| 3M | -42.6% | +14.7% | -57.3% | -44.3% |
| 6M | -33.6% | +25.2% | -58.8% | -37.3% |
| YTD | -52.4% | +77.1% | -129.6% | -58.3% |
| 1Y | -35.9% | +69.6% | -105.4% | -43.4% |
| 3Y | +642.2% | +95.6% | +546.6% | +535.4% |
| 5Y | +311.1% | +501.8% | -190.7% | +164.5% |
| All | +391.7% | +703.3% | -311.6% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling