+520.8%
APP vs PH
+226.3%
+294.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +48.9% | +6.9% | +42.1% | +42.5% |
| 30D | +49.4% | +1.7% | +47.8% | +47.0% |
| 3M | +27.0% | -8.1% | +35.2% | +32.9% |
| 6M | -15.4% | +11.5% | -26.9% | -24.9% |
| YTD | -39.9% | +11.4% | -51.3% | -47.7% |
| 1Y | -32.0% | +14.1% | -46.1% | -41.9% |
| 3Y | +824.3% | +138.2% | +686.1% | +351.5% |
| 5Y | +252.4% | +216.0% | +36.4% | +22.0% |
| All | +520.8% | +226.3% | +294.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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