-35.9%
APP vs PGR
-6.1%
-29.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.0% |
| 7D | +0.9% | +0.1% | +0.7% | +0.9% |
| 30D | -23.3% | +2.9% | -26.2% | -23.1% |
| 3M | -42.6% | +12.1% | -54.8% | -42.0% |
| 6M | -33.6% | +3.7% | -37.3% | -33.9% |
| YTD | -52.4% | +2.4% | -54.8% | -52.0% |
| 1Y | -35.9% | -6.4% | -29.5% | -23.2% |
| All | -35.9% | -6.1% | -29.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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