+396.9%
APP vs PGR
+149.1%
+247.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +6.6% | +4.9% | +1.7% | +5.7% |
| 3M | -32.3% | +7.6% | -39.9% | -33.6% |
| 6M | -29.8% | +8.3% | -38.0% | -31.3% |
| YTD | -51.9% | +1.7% | -53.7% | -52.5% |
| 1Y | -43.3% | -6.8% | -36.4% | -42.7% |
| 3Y | +664.1% | +73.4% | +590.6% | +601.1% |
| 5Y | +318.7% | +161.2% | +157.4% | +263.6% |
| All | +396.9% | +149.1% | +247.7% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling