+298.1%
APP vs PFGC
+138.1%
+160.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.3% |
| 7D | +4.6% | +3.4% | +1.2% | +2.7% |
| 30D | +56.0% | +16.9% | +39.1% | +42.0% |
| 3M | +30.8% | +6.4% | +24.4% | +25.3% |
| 6M | -9.8% | +16.0% | -25.8% | -18.9% |
| YTD | -39.3% | +23.6% | -62.9% | -48.7% |
| 1Y | -26.4% | +16.6% | -43.0% | -35.7% |
| 3Y | +887.9% | +82.3% | +805.6% | +526.8% |
| All | +298.1% | +138.1% | +160.0% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling