+378.5%
APP vs PSX
+302.4%
+76.1%
-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% | -4.3% | -3.0% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | -10.0% | +27.8% | -37.8% | -14.7% |
| 3M | -44.6% | +42.0% | -86.7% | -49.0% |
| 6M | -37.9% | +58.1% | -96.0% | -44.5% |
| YTD | -53.7% | +105.0% | -158.7% | -61.5% |
| 1Y | -43.0% | +104.9% | -147.9% | -52.7% |
| 3Y | +640.8% | +134.1% | +506.7% | +478.1% |
| 5Y | +358.8% | +363.8% | -5.0% | +206.8% |
| All | +378.5% | +302.4% | +76.1% | +227.3% |
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