+333.0%
APP vs PCG
+58.3%
+274.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | +0.9% | -13.9% | +14.7% | +3.8% |
| 30D | -23.3% | -16.9% | -6.4% | -20.5% |
| 3M | -42.6% | -14.7% | -27.9% | -41.1% |
| 6M | -33.6% | -23.8% | -9.8% | -29.9% |
| YTD | -52.4% | -10.5% | -41.9% | -52.7% |
| 1Y | -35.9% | -5.1% | -30.8% | -38.2% |
| 3Y | +642.2% | -11.6% | +653.8% | +622.4% |
| All | +333.0% | +58.3% | +274.6% | +219.7% |
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 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