+933.3%
APP vs PH
+137.6%
+795.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +2.3% |
| 7D | +79.2% | +3.0% | +76.1% | +75.4% |
| 30D | +48.0% | -0.6% | +48.6% | +47.9% |
| 3M | +18.2% | -10.7% | +29.0% | +25.9% |
| 6M | -12.5% | +9.1% | -21.6% | -21.4% |
| YTD | -39.2% | +9.5% | -48.7% | -46.9% |
| 1Y | -33.9% | +14.0% | -47.9% | -44.6% |
| 3Y | +933.3% | +138.9% | +794.4% | +297.4% |
| All | +933.3% | +137.6% | +795.7% | +297.4% |
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