+333.0%
APP vs PWR
+443.9%
-110.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +0.9% | +3.6% | -2.7% | -1.5% |
| 30D | -23.3% | -8.6% | -14.7% | -18.9% |
| 3M | -42.6% | -13.2% | -29.5% | -38.5% |
| 6M | -33.6% | +9.9% | -43.5% | -42.2% |
| YTD | -52.4% | +48.0% | -100.5% | -67.1% |
| 1Y | -35.9% | +66.2% | -102.1% | -60.1% |
| 3Y | +642.2% | +195.1% | +447.1% | +203.3% |
| All | +333.0% | +443.9% | -110.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling