+391.7%
APP vs PWR
+566.3%
-174.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +0.9% | +3.6% | -2.7% | -1.4% |
| 30D | -23.3% | -8.6% | -14.7% | -19.1% |
| 3M | -42.6% | -13.2% | -29.5% | -38.7% |
| 6M | -33.6% | +9.9% | -43.5% | -41.7% |
| YTD | -52.4% | +48.0% | -100.5% | -66.4% |
| 1Y | -35.9% | +66.2% | -102.1% | -58.9% |
| 3Y | +642.2% | +195.1% | +447.1% | +224.1% |
| 5Y | +311.1% | +442.6% | -131.5% | +20.1% |
| All | +391.7% | +566.3% | -174.6% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling