+367.9%
APP vs PNR
-1.0%
+368.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -0.9% |
| 7D | -4.4% | -3.9% | -0.5% | -1.6% |
| 30D | -10.0% | -13.8% | +3.8% | 0.0% |
| 3M | -41.4% | -22.5% | -18.9% | -31.4% |
| 6M | -41.0% | -37.2% | -3.9% | -19.4% |
| YTD | -54.7% | -44.2% | -10.5% | -32.9% |
| 1Y | -45.3% | -46.6% | +1.3% | -16.3% |
| 3Y | +624.3% | -12.5% | +636.8% | +577.6% |
| 5Y | +329.1% | -19.3% | +348.5% | +213.9% |
| All | +367.9% | -1.0% | +368.9% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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