+292.6%
APP vs PFG
+91.4%
+201.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.0% |
| 7D | +71.2% | -0.6% | +71.9% | +70.6% |
| 30D | +39.1% | +2.0% | +37.1% | +36.1% |
| 3M | +16.5% | -3.2% | +19.7% | +17.6% |
| 6M | -16.6% | +10.9% | -27.5% | -24.5% |
| YTD | -41.9% | +28.8% | -70.8% | -53.4% |
| 1Y | -37.0% | +39.2% | -76.2% | -52.4% |
| 3Y | +892.4% | +75.0% | +817.4% | +524.1% |
| All | +292.6% | +91.4% | +201.2% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling