+109.8%
AAPL vs PFGC
+111.7%
-1.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -3.0% | -3.7% | +0.8% | -1.9% |
| 30D | +2.3% | -16.0% | +18.3% | +7.5% |
| 3M | +8.6% | -4.1% | +12.8% | +9.6% |
| 6M | +21.6% | +8.7% | +12.8% | +17.6% |
| YTD | +16.3% | +6.4% | +10.0% | +12.3% |
| 1Y | +35.1% | -8.4% | +43.4% | +36.7% |
| 3Y | +79.4% | +61.8% | +17.6% | +46.6% |
| 5Y | +109.8% | +108.7% | +1.1% | +54.0% |
| All | +109.8% | +111.7% | -1.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling