+391.7%
APP vs PNR
+3.6%
+388.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +0.9% | -2.4% | +3.2% | +2.6% |
| 30D | -23.3% | -12.8% | -10.5% | -15.7% |
| 3M | -42.6% | -17.0% | -25.7% | -36.3% |
| 6M | -33.6% | -37.4% | +3.8% | -8.6% |
| YTD | -52.4% | -41.6% | -10.8% | -31.8% |
| 1Y | -35.9% | -44.6% | +8.7% | -4.3% |
| 3Y | +642.2% | -12.1% | +654.3% | +600.1% |
| 5Y | +311.1% | -17.4% | +328.5% | +188.7% |
| All | +391.7% | +3.6% | +388.0% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling