+527.5%
APP vs PH
+221.2%
+306.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +4.3% | +0.2% | +1.8% |
| 30D | +56.0% | +0.1% | +55.9% | +55.0% |
| 3M | +30.8% | -9.4% | +40.2% | +38.2% |
| 6M | -9.8% | +8.8% | -18.5% | -18.6% |
| YTD | -39.3% | +9.6% | -48.9% | -46.6% |
| 1Y | -26.4% | +14.4% | -40.9% | -37.5% |
| 3Y | +887.9% | +134.5% | +753.4% | +387.5% |
| 5Y | +264.1% | +204.4% | +59.7% | +27.0% |
| All | +527.5% | +221.2% | +306.3% | +118.0% |
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