+391.7%
APP vs PR
+477.0%
-85.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +0.9% | +2.9% | -2.0% | +0.3% |
| 30D | -23.3% | +18.0% | -41.3% | -26.1% |
| 3M | -42.6% | +16.9% | -59.5% | -45.0% |
| 6M | -33.6% | +28.2% | -61.8% | -38.1% |
| YTD | -52.4% | +69.3% | -121.8% | -58.6% |
| 1Y | -35.9% | +69.5% | -105.4% | -44.5% |
| 3Y | +642.2% | +81.7% | +560.5% | +525.5% |
| 5Y | +311.1% | +422.2% | -111.2% | +187.2% |
| All | +391.7% | +477.0% | -85.4% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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