+8.1%
APA vs PFG
+70.7%
-62.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.3% |
| 7D | +0.5% | +5.5% | -5.0% | -3.0% |
| 30D | +23.4% | +2.4% | +21.0% | +21.3% |
| 3M | +12.7% | +13.6% | -0.9% | +2.9% |
| 6M | +39.4% | +27.9% | +11.5% | +15.8% |
| YTD | +79.0% | +35.6% | +43.4% | +41.0% |
| 1Y | +88.8% | +48.5% | +40.4% | +37.1% |
| All | +8.1% | +70.7% | -62.7% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling