+520.8%
APP vs PFG
+120.3%
+400.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +3.0% |
| 7D | +48.9% | -2.2% | +51.2% | +50.0% |
| 30D | +49.4% | +6.4% | +43.1% | +42.7% |
| 3M | +27.0% | +2.2% | +24.8% | +23.7% |
| 6M | -15.4% | +16.3% | -31.7% | -25.0% |
| YTD | -39.9% | +33.2% | -73.2% | -51.8% |
| 1Y | -32.0% | +40.6% | -72.6% | -47.5% |
| 3Y | +824.3% | +83.3% | +741.0% | +493.9% |
| 5Y | +252.4% | +97.7% | +154.7% | +119.5% |
| All | +520.8% | +120.3% | +400.5% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling