+391.7%
APP vs PH
+222.9%
+168.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.4% |
| 7D | +0.9% | -3.1% | +3.9% | +2.9% |
| 30D | -23.3% | -3.2% | -20.0% | -23.1% |
| 3M | -42.6% | +10.6% | -53.2% | -48.2% |
| 6M | -33.6% | -2.1% | -31.5% | -35.5% |
| YTD | -52.4% | +10.2% | -62.6% | -57.9% |
| 1Y | -35.9% | +28.2% | -64.1% | -50.3% |
| 3Y | +642.2% | +134.9% | +507.3% | +268.2% |
| 5Y | +311.1% | +253.6% | +57.4% | +46.9% |
| All | +391.7% | +222.9% | +168.8% | +71.6% |
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