+295.9%
APP vs PNR
+0.7%
+295.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +2.6% |
| 7D | +79.2% | -0.5% | +79.7% | +78.6% |
| 30D | +48.0% | +34.4% | +13.5% | +16.2% |
| 3M | +18.2% | +2.4% | +15.8% | +14.1% |
| 6M | -12.5% | -7.8% | -4.7% | -11.2% |
| YTD | -39.2% | -31.6% | -7.6% | -21.9% |
| 1Y | -33.9% | -33.6% | -0.2% | -13.0% |
| 3Y | +933.3% | +19.9% | +913.3% | +591.3% |
| 5Y | +295.9% | +0.8% | +295.1% | +161.3% |
| All | +295.9% | +0.7% | +295.2% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling