+528.8%
APP vs PWR
+531.3%
-2.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.4% | -4.6% | 0.0% |
| 7D | +79.2% | -4.8% | +83.9% | +78.4% |
| 30D | +48.0% | -16.2% | +64.2% | +58.2% |
| 3M | +18.2% | -11.9% | +30.2% | +20.8% |
| 6M | -12.5% | -20.6% | +8.1% | -6.5% |
| YTD | -39.2% | +40.3% | -79.4% | -57.7% |
| 1Y | -33.9% | +33.0% | -66.9% | -52.3% |
| 3Y | +933.3% | +250.0% | +683.3% | +289.2% |
| 5Y | +295.9% | +404.2% | -108.3% | +14.3% |
| All | +528.8% | +531.3% | -2.4% | +76.7% |
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