+17.9%
APA vs PFG
+10.8%
+7.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.3% |
| 7D | -15.5% | -0.6% | -14.9% | -15.4% |
| 30D | +2.4% | +2.0% | +0.4% | +2.6% |
| 3M | +22.8% | -3.2% | +26.0% | +23.8% |
| 6M | +17.9% | +10.9% | +7.0% | +23.3% |
| All | +17.9% | +10.8% | +7.1% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling