+500.0%
APP vs PWR
+477.2%
+22.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +6.6% |
| 7D | +71.2% | -12.9% | +84.1% | +78.6% |
| 30D | +39.1% | -22.8% | +61.9% | +55.0% |
| 3M | +16.5% | -19.0% | +35.6% | +24.4% |
| 6M | -16.6% | -31.1% | +14.6% | -3.3% |
| YTD | -41.9% | +28.2% | -70.2% | -57.7% |
| 1Y | -37.0% | +22.2% | -59.2% | -52.5% |
| 3Y | +892.4% | +222.1% | +670.3% | +289.9% |
| 5Y | +297.3% | +364.1% | -66.8% | +20.0% |
| All | +500.0% | +477.2% | +22.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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