+503.8%
APP vs PWR
+546.9%
-43.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +10.6% | +19.1% | -8.5% | +1.1% |
| 30D | +44.6% | -12.0% | +56.6% | +50.3% |
| 3M | +29.6% | -10.6% | +40.2% | +31.6% |
| 6M | -19.8% | -20.8% | +1.1% | -13.6% |
| YTD | -41.6% | +43.7% | -85.3% | -59.9% |
| 1Y | -32.7% | +35.0% | -67.7% | -51.7% |
| 3Y | +799.0% | +249.4% | +549.6% | +239.2% |
| 5Y | +250.4% | +422.1% | -171.7% | -0.4% |
| All | +503.8% | +546.9% | -43.1% | +67.5% |
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