+215.7%
APA vs PFG
+960.1%
-744.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | -15.5% | -0.6% | -14.9% | -15.5% |
| 30D | +2.4% | +2.0% | +0.4% | +1.0% |
| 3M | +22.8% | -3.2% | +26.0% | +23.7% |
| 6M | +17.9% | +10.9% | +7.0% | +11.2% |
| YTD | +87.7% | +28.8% | +58.8% | +63.8% |
| 1Y | +94.2% | +39.2% | +55.0% | +63.5% |
| 3Y | +27.2% | +75.0% | -47.8% | -2.6% |
| 5Y | +74.1% | +91.9% | -17.8% | +28.3% |
| 10Y | +2.6% | +202.3% | -199.7% | -30.6% |
| All | +215.7% | +960.1% | -744.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling