+329.1%
APP vs PSLV
+161.1%
+168.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.1% |
| 7D | -4.4% | +3.3% | -7.7% | -5.6% |
| 30D | -10.0% | +2.1% | -12.1% | -11.0% |
| 3M | -41.4% | +7.1% | -48.6% | -43.3% |
| 6M | -41.0% | -21.6% | -19.4% | -36.8% |
| YTD | -54.7% | -6.7% | -48.0% | -55.5% |
| 1Y | -45.3% | +59.3% | -104.6% | -57.9% |
| 3Y | +624.3% | +182.1% | +442.2% | +332.7% |
| 5Y | +329.1% | +162.6% | +166.5% | +143.8% |
| All | +329.1% | +161.1% | +168.1% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling