-35.9%
APP vs PG
-4.9%
-31.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.0% |
| 7D | +0.9% | +1.9% | -1.0% | +2.0% |
| 30D | -23.3% | -0.2% | -23.0% | -23.4% |
| 3M | -42.6% | +4.8% | -47.4% | -40.3% |
| 6M | -33.6% | -6.1% | -27.5% | -37.9% |
| YTD | -52.4% | +4.5% | -56.9% | -52.0% |
| 1Y | -35.9% | -5.3% | -30.6% | -34.5% |
| All | -35.9% | -4.9% | -31.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling