+306.4%
APP vs PGR
+159.1%
+147.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.3% | -3.4% | +3.7% | +0.9% |
| 30D | -1.3% | +1.8% | -3.1% | -1.7% |
| 3M | -36.2% | +5.9% | -42.1% | -37.3% |
| 6M | -34.1% | +4.6% | -38.7% | -35.2% |
| YTD | -53.3% | +1.1% | -54.4% | -53.9% |
| 1Y | -44.5% | -6.6% | -38.0% | -44.0% |
| 3Y | +646.7% | +74.2% | +572.4% | +567.3% |
| 5Y | +306.4% | +159.5% | +146.9% | +222.1% |
| All | +306.4% | +159.1% | +147.3% | +222.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling