-35.9%
APP vs PFG
+51.4%
-87.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.6% |
| 7D | +0.9% | +5.5% | -4.6% | -0.7% |
| 30D | -23.3% | +2.4% | -25.6% | -23.8% |
| 3M | -42.6% | +13.6% | -56.2% | -45.2% |
| 6M | -33.6% | +27.9% | -61.5% | -39.9% |
| YTD | -52.4% | +35.6% | -88.0% | -57.0% |
| 1Y | -35.9% | +48.5% | -84.3% | -41.4% |
| All | -35.9% | +51.4% | -87.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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