+446.2%
APP vs PR
+430.6%
+15.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.9% | +35.9% | +31.9% |
| 7D | +39.7% | -16.5% | +56.2% | +43.7% |
| 30D | +27.7% | -4.5% | +32.3% | +27.8% |
| 3M | -14.8% | +8.5% | -23.3% | -17.4% |
| 6M | -25.5% | -3.3% | -22.2% | -26.5% |
| YTD | -47.2% | +55.7% | -102.9% | -53.7% |
| 1Y | -42.3% | +82.0% | -124.3% | -51.5% |
| 3Y | +806.8% | +62.5% | +744.3% | +674.1% |
| 5Y | +261.6% | +223.9% | +37.7% | +165.8% |
| All | +446.2% | +430.6% | +15.6% | +248.0% |
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