+640.8%
APP vs PG
+2.7%
+638.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.8% |
| 7D | +0.1% | -0.4% | +0.5% | 0.0% |
| 30D | -10.0% | -0.1% | -9.9% | -10.1% |
| 3M | -44.6% | +1.1% | -45.7% | -44.3% |
| 6M | -37.9% | -3.8% | -34.1% | -38.3% |
| YTD | -53.7% | +3.8% | -57.5% | -53.5% |
| 1Y | -43.0% | -5.8% | -37.2% | -43.2% |
| 3Y | +640.8% | +3.0% | +637.7% | +643.1% |
| All | +640.8% | +2.7% | +638.1% | +643.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling