-4.9%
APA vs PFG
+239.4%
-244.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +3.1% |
| 7D | -1.7% | +6.0% | -7.7% | -7.4% |
| 30D | +15.7% | +2.2% | +13.5% | +12.5% |
| 3M | +16.5% | +10.4% | +6.1% | +4.5% |
| 6M | +35.1% | +27.8% | +7.3% | +3.4% |
| YTD | +82.2% | +33.6% | +48.6% | +32.6% |
| 1Y | +102.5% | +49.3% | +53.2% | +31.0% |
| 3Y | +10.3% | +69.7% | -59.4% | -38.0% |
| 5Y | +166.1% | +111.3% | +54.8% | +15.0% |
| 10Y | -4.9% | +240.3% | -245.2% | -72.6% |
| All | -4.9% | +239.4% | -244.3% | -72.6% |
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