+446.2%
APP vs PLD
+35.9%
+410.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.2% | +32.3% |
| 7D | +39.7% | +0.4% | +39.3% | +39.0% |
| 30D | +27.7% | -0.1% | +27.8% | +27.1% |
| 3M | -14.8% | -7.9% | -6.8% | -10.8% |
| 6M | -25.5% | -7.0% | -18.6% | -23.5% |
| YTD | -47.2% | +3.1% | -50.2% | -49.6% |
| 1Y | -42.3% | +7.1% | -49.4% | -46.4% |
| 3Y | +806.8% | +32.9% | +773.9% | +572.9% |
| 5Y | +261.6% | +1.5% | +260.1% | +224.7% |
| All | +446.2% | +35.9% | +410.2% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling