+892.4%
APP vs PFGC
+77.4%
+815.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +10.8% |
| 7D | +71.2% | +8.5% | +62.7% | +64.4% |
| 30D | +39.1% | +15.0% | +24.1% | +29.9% |
| 3M | +16.5% | -6.2% | +22.7% | +19.6% |
| 6M | -16.6% | +15.7% | -32.3% | -23.7% |
| YTD | -41.9% | +19.6% | -61.5% | -48.7% |
| 1Y | -37.0% | +13.2% | -50.2% | -42.6% |
| 3Y | +892.4% | +77.0% | +815.5% | +502.0% |
| All | +892.4% | +77.4% | +815.0% | +502.0% |
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 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