+640.8%
APP vs PSLV
+175.1%
+465.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | +0.1% | +2.7% | -2.6% | -0.9% |
| 30D | -10.0% | +3.5% | -13.5% | -11.5% |
| 3M | -44.6% | +0.3% | -44.9% | -45.0% |
| 6M | -37.9% | -21.0% | -16.9% | -33.7% |
| YTD | -53.7% | -8.9% | -44.8% | -53.7% |
| 1Y | -43.0% | +54.0% | -96.9% | -55.5% |
| 3Y | +640.8% | +175.4% | +465.3% | +352.9% |
| All | +640.8% | +175.1% | +465.7% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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