+316.8%
APP vs PR
+457.7%
-140.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.5% | +17.2% | +11.9% |
| 7D | +4.5% | -12.1% | +16.6% | +6.8% |
| 30D | -3.6% | +0.9% | -4.5% | -4.3% |
| 3M | -35.3% | +10.1% | -45.4% | -37.2% |
| 6M | -42.8% | +1.1% | -43.9% | -43.9% |
| YTD | -59.7% | +63.7% | -123.3% | -64.9% |
| 1Y | -55.4% | +87.0% | -142.4% | -62.5% |
| 3Y | +592.0% | +70.7% | +521.3% | +487.0% |
| 5Y | +175.7% | +246.8% | -71.1% | +101.1% |
| All | +316.8% | +457.7% | -140.9% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling