+1,367.3%
AAPL vs PFG
+184.0%
+1,183.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.1% | +2.4% | +1.8% | +3.2% |
| 30D | +4.0% | +5.9% | -1.9% | +1.6% |
| 3M | +16.8% | -0.4% | +17.2% | +16.7% |
| 6M | +19.4% | +14.8% | +4.6% | +12.6% |
| YTD | +31.5% | +31.9% | -0.4% | +17.3% |
| 1Y | +31.0% | +38.8% | -7.8% | +14.4% |
| 3Y | +95.3% | +82.4% | +12.9% | +52.1% |
| 5Y | +143.4% | +94.7% | +48.7% | +83.2% |
| All | +1,367.3% | +184.0% | +1,183.4% | +800.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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