+292.6%
APP vs PCG
+13.7%
+278.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +10.3% |
| 7D | +71.2% | -1.6% | +72.8% | +71.6% |
| 30D | +39.1% | +1.4% | +37.7% | +38.4% |
| 3M | +16.5% | -23.4% | +39.9% | +22.4% |
| 6M | -16.6% | -19.4% | +2.8% | -13.9% |
| YTD | -41.9% | -18.5% | -23.5% | -41.3% |
| 1Y | -37.0% | -19.5% | -17.5% | -36.2% |
| 3Y | +892.4% | -21.0% | +913.4% | +894.7% |
| All | +292.6% | +13.7% | +278.9% | +227.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling