+528.8%
APP vs PSX
+292.9%
+235.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +4.4% |
| 7D | +79.2% | -8.0% | +87.2% | +81.1% |
| 30D | +48.0% | -9.0% | +57.0% | +49.4% |
| 3M | +18.2% | +24.7% | -6.5% | +11.5% |
| 6M | -12.5% | +49.3% | -61.8% | -21.3% |
| YTD | -39.2% | +100.2% | -139.3% | -49.7% |
| 1Y | -33.9% | +88.8% | -122.7% | -44.6% |
| 3Y | +933.3% | +152.5% | +780.8% | +685.3% |
| 5Y | +295.9% | +283.2% | +12.7% | +173.0% |
| All | +528.8% | +292.9% | +235.9% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling