+520.8%
APP vs PG
+42.9%
+477.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +48.9% | +0.2% | +48.7% | +48.9% |
| 30D | +49.4% | +10.2% | +39.3% | +49.5% |
| 3M | +27.0% | +16.2% | +10.8% | +27.0% |
| 6M | -15.4% | +18.6% | -34.0% | -15.4% |
| YTD | -39.9% | +20.4% | -60.3% | -40.6% |
| 1Y | -32.0% | +16.2% | -48.1% | -32.5% |
| 3Y | +824.3% | +19.9% | +804.5% | +783.7% |
| 5Y | +252.4% | +30.3% | +222.2% | +226.0% |
| All | +520.8% | +42.9% | +477.9% | +490.8% |
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 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