-39.3%
APP vs PCG
-18.8%
-20.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.3% |
| 7D | +61.1% | -0.5% | +61.5% | +61.0% |
| 30D | +42.8% | +0.8% | +42.0% | +43.2% |
| 3M | +16.7% | -22.0% | +38.7% | +9.1% |
| 6M | -15.6% | -17.1% | +1.5% | -16.4% |
| YTD | -41.3% | -16.9% | -24.4% | -37.8% |
| 1Y | -39.3% | -19.1% | -20.2% | -31.6% |
| All | -39.3% | -18.8% | -20.5% | -31.6% |
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