+803.3%
APP vs PR
+61.1%
+742.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.9% | +35.9% | +32.1% |
| 7D | +39.7% | -16.5% | +56.2% | +45.4% |
| 30D | +27.7% | -4.5% | +32.3% | +27.3% |
| 3M | -14.8% | +8.5% | -23.3% | -19.4% |
| 6M | -25.5% | -3.3% | -22.2% | -27.1% |
| YTD | -47.2% | +55.7% | -102.9% | -59.7% |
| 1Y | -42.3% | +82.0% | -124.3% | -60.0% |
| All | +803.3% | +61.1% | +742.2% | +514.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling