+528.8%
APP vs PFGC
+96.5%
+432.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +2.9% |
| 7D | +79.2% | +10.8% | +68.3% | +70.0% |
| 30D | +48.0% | +17.8% | +30.2% | +36.2% |
| 3M | +18.2% | -2.7% | +20.9% | +19.1% |
| 6M | -12.5% | +20.0% | -32.5% | -21.2% |
| YTD | -39.2% | +24.3% | -63.5% | -47.2% |
| 1Y | -33.9% | +13.2% | -47.1% | -39.7% |
| 3Y | +933.3% | +85.9% | +847.4% | +617.5% |
| 5Y | +295.9% | +141.0% | +154.8% | +139.0% |
| All | +528.8% | +96.5% | +432.4% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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