+527.5%
APP vs PWR
+542.5%
-15.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | +11.3% | -6.7% | -1.1% |
| 30D | +56.0% | -8.9% | +64.9% | +58.7% |
| 3M | +30.8% | -10.5% | +41.3% | +32.7% |
| 6M | -9.8% | -22.2% | +12.4% | -1.8% |
| YTD | -39.3% | +42.7% | -82.0% | -58.2% |
| 1Y | -26.4% | +41.1% | -67.6% | -49.0% |
| 3Y | +887.9% | +242.7% | +645.2% | +277.0% |
| 5Y | +264.1% | +418.5% | -154.4% | +3.9% |
| All | +527.5% | +542.5% | -15.1% | +74.7% |
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