+391.7%
APP vs PSLV
+136.1%
+255.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -23.3% | +7.3% | -30.5% | -25.6% |
| 3M | -42.6% | -7.4% | -35.2% | -41.4% |
| 6M | -33.6% | -20.3% | -13.3% | -29.3% |
| YTD | -52.4% | -8.2% | -44.2% | -53.0% |
| 1Y | -35.9% | +57.9% | -93.8% | -50.8% |
| 3Y | +642.2% | +162.1% | +480.1% | +349.2% |
| 5Y | +311.1% | +151.2% | +159.9% | +142.4% |
| All | +391.7% | +136.1% | +255.5% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling