+1,254.4%
AAPL vs PFG
+247.4%
+1,006.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.2% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | +7.1% | +2.5% | +4.6% | +6.0% |
| 3M | +12.1% | +6.1% | +6.0% | +9.3% |
| 6M | +25.4% | +31.3% | -5.9% | +12.5% |
| YTD | +20.5% | +33.6% | -13.1% | +7.2% |
| 1Y | +44.5% | +48.5% | -4.0% | +23.1% |
| 3Y | +85.8% | +69.6% | +16.1% | +48.8% |
| 5Y | +124.8% | +111.5% | +13.3% | +64.9% |
| All | +1,254.4% | +247.4% | +1,006.9% | +703.6% |
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