+391.7%
APP vs PSX
+296.1%
+95.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.9% | +4.5% | -3.7% | 0.0% |
| 30D | -23.3% | +26.6% | -49.9% | -27.2% |
| 3M | -42.6% | +39.3% | -81.9% | -46.9% |
| 6M | -33.6% | +56.8% | -90.4% | -40.7% |
| YTD | -52.4% | +101.8% | -154.2% | -60.3% |
| 1Y | -35.9% | +99.6% | -135.5% | -46.5% |
| 3Y | +642.2% | +140.3% | +501.9% | +475.9% |
| 5Y | +311.1% | +339.3% | -28.3% | +178.6% |
| All | +391.7% | +296.1% | +95.5% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling