+329.1%
APP vs PG
+12.2%
+316.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -4.4% | -3.4% | -1.0% | -4.3% |
| 30D | -10.0% | -2.6% | -7.4% | -10.0% |
| 3M | -41.4% | -3.3% | -38.1% | -41.4% |
| 6M | -41.0% | -6.7% | -34.3% | -40.8% |
| YTD | -54.7% | +1.7% | -56.5% | -55.3% |
| 1Y | -45.3% | -7.9% | -37.4% | -45.1% |
| 3Y | +624.3% | +0.9% | +623.3% | +587.1% |
| 5Y | +329.1% | +12.6% | +316.5% | +278.1% |
| All | +329.1% | +12.2% | +316.9% | +278.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling