+641.7%
APP vs PGR
+73.8%
+567.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | -1.3% | +1.8% | -3.1% | -1.6% |
| 3M | -36.2% | +5.9% | -42.1% | -37.1% |
| 6M | -34.1% | +4.6% | -38.7% | -35.0% |
| YTD | -53.3% | +1.1% | -54.4% | -53.7% |
| 1Y | -44.5% | -6.6% | -38.0% | -43.6% |
| All | +641.7% | +73.8% | +567.9% | +855.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling