+367.9%
APP vs PGR
+146.7%
+221.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -10.0% | +0.7% | -10.7% | -10.2% |
| 3M | -41.4% | +7.7% | -49.2% | -42.6% |
| 6M | -41.0% | +4.3% | -45.3% | -41.9% |
| YTD | -54.7% | +0.7% | -55.5% | -55.2% |
| 1Y | -45.3% | -5.7% | -39.7% | -45.0% |
| 3Y | +624.3% | +73.7% | +550.6% | +564.1% |
| 5Y | +329.1% | +158.4% | +170.7% | +273.2% |
| All | +367.9% | +146.7% | +221.2% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling