+446.2%
APP vs PWR
+443.2%
+3.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.3% | +43.3% | +37.3% |
| 7D | +39.7% | -19.9% | +59.6% | +52.4% |
| 30D | +27.7% | -29.3% | +57.0% | +48.9% |
| 3M | -14.8% | -25.5% | +10.7% | -4.7% |
| 6M | -25.5% | -34.0% | +8.5% | -12.2% |
| YTD | -47.2% | +20.7% | -67.8% | -60.4% |
| 1Y | -42.3% | +12.3% | -54.6% | -54.4% |
| 3Y | +806.8% | +201.9% | +604.9% | +267.9% |
| 5Y | +261.6% | +336.8% | -75.1% | +12.6% |
| All | +446.2% | +443.2% | +3.0% | +65.7% |
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 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