+506.6%
APP vs PFGC
+95.1%
+411.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +61.1% | +15.0% | +46.1% | +50.6% |
| 30D | +42.8% | +17.0% | +25.8% | +31.8% |
| 3M | +16.7% | -2.5% | +19.1% | +17.3% |
| 6M | -15.6% | +19.2% | -34.8% | -23.8% |
| YTD | -41.3% | +23.4% | -64.7% | -48.8% |
| 1Y | -39.3% | +13.9% | -53.1% | -44.8% |
| 3Y | +803.2% | +82.0% | +721.2% | +533.5% |
| 5Y | +313.2% | +128.7% | +184.5% | +149.9% |
| All | +506.6% | +95.1% | +411.5% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling