-44.5%
APP vs PG
-7.2%
-37.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.2% |
| 7D | +0.3% | -2.7% | +3.0% | -1.3% |
| 30D | -1.3% | -1.5% | +0.2% | -2.2% |
| 3M | -36.2% | -3.4% | -32.8% | -37.2% |
| 6M | -34.1% | -7.0% | -27.1% | -38.2% |
| YTD | -53.3% | +2.0% | -55.3% | -53.9% |
| 1Y | -44.5% | -6.5% | -38.1% | -39.8% |
| All | -44.5% | -7.2% | -37.3% | -39.8% |
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