+95.3%
AAPL vs PFGC
+82.6%
+12.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +4.1% | +3.4% | +0.7% | +3.4% |
| 30D | +4.0% | +16.9% | -13.0% | +0.4% |
| 3M | +16.8% | +6.4% | +10.4% | +14.9% |
| 6M | +19.4% | +16.0% | +3.4% | +15.0% |
| YTD | +31.5% | +23.6% | +7.9% | +23.5% |
| 1Y | +31.0% | +16.6% | +14.4% | +25.1% |
| 3Y | +95.3% | +82.3% | +13.0% | +63.9% |
| All | +95.3% | +82.6% | +12.7% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling