+887.9%
APP vs PSLV
+110.4%
+777.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.8% |
| 7D | +4.6% | -6.3% | +10.9% | +7.2% |
| 30D | +56.0% | -12.7% | +68.7% | +64.4% |
| 3M | +30.8% | -24.7% | +55.6% | +44.4% |
| 6M | -9.8% | -44.6% | +34.8% | +10.7% |
| YTD | -39.3% | -33.3% | -6.0% | -32.5% |
| 1Y | -26.4% | -8.6% | -17.9% | -29.8% |
| 3Y | +887.9% | +108.2% | +779.7% | +506.2% |
| All | +887.9% | +110.4% | +777.5% | +506.2% |
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