+333.0%
APP vs PCOR
-43.0%
+376.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +5.0% |
| 7D | +0.9% | -9.0% | +9.8% | +6.9% |
| 30D | -23.3% | +4.2% | -27.4% | -26.0% |
| 3M | -42.6% | +14.4% | -57.1% | -48.7% |
| 6M | -33.6% | +0.2% | -33.8% | -37.0% |
| YTD | -52.4% | -20.3% | -32.2% | -47.8% |
| 1Y | -35.9% | -16.1% | -19.7% | -33.3% |
| 3Y | +642.2% | -14.7% | +656.9% | +609.2% |
| All | +333.0% | -43.0% | +376.0% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling