+143.3%
AAPL vs PFGC
+138.1%
+5.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +4.1% | +3.4% | +0.7% | +3.1% |
| 30D | +4.0% | +16.9% | -13.0% | -1.1% |
| 3M | +16.8% | +6.4% | +10.4% | +14.2% |
| 6M | +19.4% | +16.0% | +3.4% | +13.2% |
| YTD | +31.5% | +23.6% | +7.9% | +20.8% |
| 1Y | +31.0% | +16.6% | +14.4% | +22.7% |
| 3Y | +95.3% | +82.3% | +13.0% | +52.1% |
| All | +143.3% | +138.1% | +5.2% | +68.0% |
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