+506.6%
APP vs PCG
+14.8%
+491.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +61.1% | -0.5% | +61.5% | +61.1% |
| 30D | +42.8% | +0.8% | +42.0% | +42.4% |
| 3M | +16.7% | -22.0% | +38.7% | +21.9% |
| 6M | -15.6% | -17.1% | +1.5% | -13.5% |
| YTD | -41.3% | -16.9% | -24.4% | -40.8% |
| 1Y | -39.3% | -19.1% | -20.2% | -38.3% |
| 3Y | +803.2% | -19.4% | +822.6% | +805.8% |
| 5Y | +313.2% | +9.0% | +304.1% | +258.9% |
| All | +506.6% | +14.8% | +491.8% | +431.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling