+482.5%
APP vs PCOR
-9.2%
+491.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.4% |
| 7D | +61.1% | +20.7% | +40.4% | +42.6% |
| 30D | +42.8% | +35.7% | +7.1% | +17.4% |
| 3M | +16.7% | +31.1% | -14.4% | -3.4% |
| 6M | -15.6% | +43.1% | -58.7% | -35.5% |
| YTD | -41.3% | +4.8% | -46.1% | -46.5% |
| 1Y | -39.3% | -3.7% | -35.6% | -41.3% |
| 3Y | +803.2% | +46.5% | +756.7% | +510.7% |
| 5Y | +313.2% | -17.3% | +330.4% | +236.6% |
| All | +482.5% | -9.2% | +491.7% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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