-55.4%
APP vs PCG
-14.1%
-41.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.9% |
| 7D | +4.5% | +1.9% | +2.6% | +5.0% |
| 30D | -3.6% | +8.5% | -12.1% | -1.5% |
| 3M | -35.3% | -22.9% | -12.4% | -40.4% |
| 6M | -42.8% | -16.8% | -26.0% | -43.6% |
| YTD | -59.7% | -15.8% | -43.9% | -57.2% |
| 1Y | -55.4% | -16.0% | -39.4% | -50.7% |
| All | -55.4% | -14.1% | -41.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling