+503.8%
APP vs PSX
+308.3%
+195.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.0% |
| 7D | +10.6% | +6.4% | +4.1% | +9.6% |
| 30D | +44.6% | -10.2% | +54.8% | +46.7% |
| 3M | +29.6% | +17.2% | +12.4% | +24.3% |
| 6M | -19.8% | +51.8% | -71.5% | -27.9% |
| YTD | -41.6% | +108.0% | -149.6% | -52.0% |
| 1Y | -32.7% | +96.1% | -128.8% | -43.9% |
| 3Y | +799.0% | +155.9% | +643.2% | +582.9% |
| 5Y | +250.4% | +306.9% | -56.5% | +139.0% |
| All | +503.8% | +308.3% | +195.5% | +308.2% |
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