+506.6%
APP vs PFG
+122.8%
+383.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.9% |
| 7D | +61.1% | +3.0% | +58.1% | +57.1% |
| 30D | +42.8% | +8.2% | +34.6% | +34.9% |
| 3M | +16.7% | +2.7% | +14.0% | +13.4% |
| 6M | -15.6% | +17.2% | -32.8% | -25.5% |
| YTD | -41.3% | +34.8% | -76.1% | -53.3% |
| 1Y | -39.3% | +43.6% | -82.8% | -53.8% |
| 3Y | +803.2% | +85.4% | +717.8% | +476.4% |
| 5Y | +313.2% | +102.2% | +211.0% | +155.1% |
| All | +506.6% | +122.8% | +383.8% | +276.9% |
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