+333.0%
APP vs PFGC
+111.4%
+221.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 7D | +0.9% | -2.2% | +3.1% | +2.1% |
| 30D | -23.3% | -11.9% | -11.3% | -18.1% |
| 3M | -42.6% | +5.0% | -47.6% | -44.9% |
| 6M | -33.6% | +8.6% | -42.2% | -37.8% |
| YTD | -52.4% | +9.7% | -62.1% | -56.3% |
| 1Y | -35.9% | -6.3% | -29.6% | -35.5% |
| 3Y | +642.2% | +58.2% | +584.0% | +432.1% |
| All | +333.0% | +111.4% | +221.6% | +149.0% |
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 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