-26.4%
APP vs PSX
+97.2%
-123.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +4.3% |
| 7D | +4.6% | +7.8% | -3.2% | +8.1% |
| 30D | +56.0% | -10.9% | +66.9% | +52.9% |
| 3M | +30.8% | +14.5% | +16.4% | +36.0% |
| 6M | -9.8% | +56.1% | -65.9% | -1.7% |
| YTD | -39.3% | +109.6% | -148.9% | -30.1% |
| 1Y | -26.4% | +95.5% | -122.0% | -14.6% |
| All | -26.4% | +97.2% | -123.6% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling