+500.0%
APP vs PH
+207.8%
+292.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +7.0% | +8.0% |
| 7D | +71.2% | +2.0% | +69.2% | +68.2% |
| 30D | +39.1% | -3.7% | +42.8% | +41.5% |
| 3M | +16.5% | -14.0% | +30.6% | +27.3% |
| 6M | -16.6% | +2.1% | -18.7% | -21.5% |
| YTD | -41.9% | +5.1% | -47.0% | -47.5% |
| 1Y | -37.0% | +10.9% | -48.0% | -45.7% |
| 3Y | +892.4% | +132.9% | +759.5% | +391.0% |
| 5Y | +297.3% | +200.1% | +97.2% | +42.9% |
| All | +500.0% | +207.8% | +292.2% | +114.1% |
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