+500.0%
APP vs PLD
+34.3%
+465.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.6% |
| 7D | +71.2% | -0.8% | +72.0% | +71.4% |
| 30D | +39.1% | -0.3% | +39.3% | +38.4% |
| 3M | +16.5% | -8.0% | +24.6% | +21.7% |
| 6M | -16.6% | -9.8% | -6.8% | -12.7% |
| YTD | -41.9% | +1.8% | -43.7% | -44.2% |
| 1Y | -37.0% | +5.6% | -42.6% | -41.1% |
| 3Y | +892.4% | +33.3% | +859.2% | +631.7% |
| 5Y | +297.3% | +0.3% | +297.0% | +259.0% |
| All | +500.0% | +34.3% | +465.8% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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