+653.5%
APP vs PCOR
-14.4%
+668.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +4.3% |
| 7D | +0.9% | -9.0% | +9.8% | +5.5% |
| 30D | -23.3% | +4.2% | -27.4% | -25.4% |
| 3M | -42.6% | +14.4% | -57.1% | -47.3% |
| 6M | -33.6% | +0.2% | -33.8% | -35.9% |
| YTD | -52.4% | -20.3% | -32.2% | -48.3% |
| 1Y | -35.9% | -16.1% | -19.7% | -33.1% |
| All | +653.5% | -14.4% | +668.0% | +650.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling