+506.6%
APP vs PR
+440.1%
+66.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.7% |
| 7D | +61.1% | -9.5% | +70.6% | +63.4% |
| 30D | +42.8% | -5.7% | +48.5% | +43.3% |
| 3M | +16.7% | +3.0% | +13.7% | +14.6% |
| 6M | -15.6% | +11.8% | -27.4% | -19.3% |
| YTD | -41.3% | +58.5% | -99.8% | -48.7% |
| 1Y | -39.3% | +69.9% | -109.2% | -48.0% |
| 3Y | +803.2% | +84.9% | +718.3% | +655.8% |
| 5Y | +313.2% | +246.4% | +66.7% | +201.1% |
| All | +506.6% | +440.1% | +66.6% | +285.3% |
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