+391.7%
APP vs PG
+24.0%
+367.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.9% |
| 30D | -23.3% | -0.2% | -23.0% | -23.3% |
| 3M | -42.6% | +4.8% | -47.4% | -42.6% |
| 6M | -33.6% | -6.1% | -27.5% | -33.5% |
| YTD | -52.4% | +4.5% | -56.9% | -52.9% |
| 1Y | -35.9% | -5.3% | -30.6% | -35.7% |
| 3Y | +642.2% | +2.6% | +639.6% | +613.4% |
| 5Y | +311.1% | +15.6% | +295.5% | +278.7% |
| All | +391.7% | +24.0% | +367.6% | +368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling