+803.3%
APP vs PH
+128.8%
+674.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +32.2% |
| 7D | +39.7% | -3.9% | +43.6% | +42.4% |
| 30D | +27.7% | -9.4% | +37.1% | +34.5% |
| 3M | -14.8% | -10.3% | -4.5% | -11.4% |
| 6M | -25.5% | +2.7% | -28.2% | -31.2% |
| YTD | -47.2% | +2.1% | -49.3% | -52.1% |
| 1Y | -42.3% | +16.2% | -58.5% | -54.0% |
| All | +803.3% | +128.8% | +674.5% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling