+503.8%
APP vs PFG
+117.0%
+386.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.8% |
| 7D | +10.6% | +0.1% | +10.4% | +10.4% |
| 30D | +44.6% | +5.0% | +39.6% | +39.2% |
| 3M | +29.6% | +0.1% | +29.6% | +28.0% |
| 6M | -19.8% | +13.8% | -33.6% | -27.9% |
| YTD | -41.6% | +31.2% | -72.8% | -52.7% |
| 1Y | -32.7% | +37.1% | -69.8% | -47.2% |
| 3Y | +799.0% | +80.6% | +718.4% | +483.2% |
| 5Y | +250.4% | +93.7% | +156.7% | +120.5% |
| All | +503.8% | +117.0% | +386.8% | +281.4% |
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