+528.8%
APP vs PFG
+121.6%
+407.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +2.3% |
| 7D | +79.2% | +2.3% | +76.9% | +75.4% |
| 30D | +48.0% | +7.6% | +40.4% | +40.3% |
| 3M | +18.2% | +2.5% | +15.7% | +15.0% |
| 6M | -12.5% | +16.6% | -29.1% | -22.6% |
| YTD | -39.2% | +34.1% | -73.2% | -51.4% |
| 1Y | -33.9% | +44.1% | -77.9% | -49.8% |
| 3Y | +933.3% | +86.3% | +847.0% | +557.9% |
| 5Y | +295.9% | +101.6% | +194.3% | +145.2% |
| All | +528.8% | +121.6% | +407.2% | +292.1% |
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