-55.4%
APP vs PFG
+46.8%
-102.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.0% |
| 7D | +4.5% | +4.9% | -0.4% | +2.8% |
| 30D | -3.6% | +5.7% | -9.3% | -5.5% |
| 3M | -35.3% | +2.6% | -37.8% | -36.0% |
| 6M | -42.8% | +19.8% | -62.6% | -47.5% |
| YTD | -59.7% | +36.3% | -96.0% | -64.6% |
| 1Y | -55.4% | +47.9% | -103.2% | -61.3% |
| All | -55.4% | +46.8% | -102.2% | -61.3% |
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