+1,278.0%
AAPL vs PFGC
+292.9%
+985.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +3.8% | -4.8% | +8.6% | +4.8% |
| 30D | +9.9% | -12.5% | +22.5% | +12.6% |
| 3M | +12.5% | -9.7% | +22.2% | +14.4% |
| 6M | +27.6% | +7.0% | +20.6% | +25.6% |
| YTD | +22.6% | +4.5% | +18.1% | +20.6% |
| 1Y | +45.0% | -11.6% | +56.6% | +47.0% |
| 3Y | +87.8% | +58.5% | +29.3% | +69.6% |
| 5Y | +128.7% | +112.6% | +16.1% | +94.4% |
| All | +1,278.0% | +292.9% | +985.1% | +1,001.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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