+653.5%
APP vs PFGC
+60.5%
+593.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.9% |
| 30D | -23.3% | -11.9% | -11.3% | -18.8% |
| 3M | -42.6% | +5.0% | -47.6% | -44.8% |
| 6M | -33.6% | +8.6% | -42.2% | -37.4% |
| YTD | -52.4% | +9.7% | -62.1% | -55.9% |
| 1Y | -35.9% | -6.3% | -29.6% | -34.3% |
| All | +653.5% | +60.5% | +593.0% | +435.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling