+503.8%
APP vs PFGC
+93.3%
+410.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +10.6% | +0.3% | +10.3% | +10.4% |
| 30D | +44.6% | +16.1% | +28.4% | +34.0% |
| 3M | +29.6% | +2.4% | +27.2% | +27.3% |
| 6M | -19.8% | +15.7% | -35.5% | -26.5% |
| YTD | -41.6% | +22.3% | -63.9% | -48.8% |
| 1Y | -32.7% | +13.9% | -46.6% | -38.9% |
| 3Y | +799.0% | +80.3% | +718.7% | +533.5% |
| 5Y | +250.4% | +136.1% | +114.3% | +113.4% |
| All | +503.8% | +93.3% | +410.5% | +268.8% |
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