+527.5%
APP vs PFG
+118.1%
+409.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.6% |
| 7D | +4.6% | +2.4% | +2.2% | +3.1% |
| 30D | +56.0% | +5.9% | +50.2% | +49.4% |
| 3M | +30.8% | -0.4% | +31.3% | +29.7% |
| 6M | -9.8% | +14.8% | -24.6% | -19.4% |
| YTD | -39.3% | +31.9% | -71.2% | -51.0% |
| 1Y | -26.4% | +38.8% | -65.3% | -42.8% |
| 3Y | +887.9% | +82.4% | +805.5% | +536.9% |
| 5Y | +264.1% | +94.7% | +169.4% | +128.4% |
| All | +527.5% | +118.1% | +409.4% | +295.1% |
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