-37.1%
APP vs PFGC
+12.0%
-49.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +4.4% |
| 7D | +79.2% | +10.8% | +68.3% | +76.0% |
| 30D | +48.0% | +17.8% | +30.2% | +45.3% |
| 3M | +18.2% | -2.7% | +20.9% | +16.8% |
| 6M | -12.5% | +20.0% | -32.5% | -14.3% |
| YTD | -39.2% | +24.3% | -63.5% | -36.9% |
| All | -37.1% | +12.0% | -49.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling