+391.7%
APP vs PFG
+124.1%
+267.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +3.2% |
| 7D | +0.9% | +5.5% | -4.6% | -3.0% |
| 30D | -23.3% | +2.4% | -25.6% | -24.9% |
| 3M | -42.6% | +13.6% | -56.2% | -47.9% |
| 6M | -33.6% | +27.9% | -61.5% | -44.6% |
| YTD | -52.4% | +35.6% | -88.0% | -62.0% |
| 1Y | -35.9% | +48.5% | -84.3% | -52.2% |
| 3Y | +642.2% | +66.9% | +575.3% | +408.5% |
| 5Y | +311.1% | +111.0% | +200.1% | +152.7% |
| All | +391.7% | +124.1% | +267.6% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling