-37.0%
APP vs PFG
+40.5%
-77.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.1% |
| 7D | +71.2% | -0.6% | +71.9% | +69.2% |
| 30D | +39.1% | +2.0% | +37.1% | +36.4% |
| 3M | +16.5% | -3.2% | +19.7% | +16.0% |
| 6M | -16.6% | +10.9% | -27.5% | -22.1% |
| YTD | -41.9% | +28.8% | -70.8% | -48.9% |
| 1Y | -37.0% | +39.2% | -76.2% | -45.3% |
| All | -37.0% | +40.5% | -77.5% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling