+654.6%
APP vs PNR
-9.7%
+664.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | -2.4% | +3.2% | +2.1% |
| 30D | -23.3% | -12.8% | -10.5% | -18.2% |
| 3M | -42.6% | -17.0% | -25.7% | -38.3% |
| 6M | -33.6% | -37.4% | +3.8% | -15.9% |
| YTD | -52.4% | -41.6% | -10.8% | -37.7% |
| 1Y | -35.9% | -44.6% | +8.7% | -13.2% |
| All | +654.6% | -9.7% | +664.3% | +625.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling