+506.6%
APP vs PH
+223.7%
+282.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -4.1% |
| 7D | +61.1% | +2.1% | +59.0% | +58.2% |
| 30D | +42.8% | +0.3% | +42.5% | +41.7% |
| 3M | +16.7% | -8.8% | +25.5% | +22.7% |
| 6M | -15.6% | +10.0% | -25.6% | -24.5% |
| YTD | -41.3% | +10.5% | -51.8% | -48.6% |
| 1Y | -39.3% | +15.5% | -54.8% | -48.8% |
| 3Y | +803.2% | +136.4% | +666.8% | +343.4% |
| 5Y | +313.2% | +213.6% | +99.6% | +43.8% |
| All | +506.6% | +223.7% | +282.9% | +109.7% |
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