+424.4%
APP vs PCOR
-10.0%
+434.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | 0.0% | +31.0% | +31.0% |
| 7D | +39.7% | +23.7% | +16.0% | +21.7% |
| 30D | +27.7% | +39.0% | -11.3% | +3.4% |
| 3M | -14.8% | +35.8% | -50.5% | -31.1% |
| 6M | -25.5% | +38.2% | -63.8% | -41.8% |
| YTD | -47.2% | +3.9% | -51.1% | -51.5% |
| 1Y | -42.3% | +5.7% | -48.0% | -47.9% |
| 3Y | +806.8% | +44.8% | +762.0% | +517.4% |
| 5Y | +261.6% | -19.8% | +281.4% | +198.2% |
| All | +424.4% | -10.0% | +434.4% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling