+201.0%
APA vs PFG
+1,015.3%
-814.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.5% |
| 7D | +0.5% | +5.5% | -5.0% | -2.1% |
| 30D | +23.4% | +2.4% | +21.0% | +21.7% |
| 3M | +12.7% | +13.6% | -0.9% | +5.7% |
| 6M | +39.4% | +27.9% | +11.5% | +22.9% |
| YTD | +79.0% | +35.6% | +43.4% | +53.2% |
| 1Y | +88.8% | +48.5% | +40.4% | +54.7% |
| 3Y | +6.4% | +66.9% | -60.5% | -16.7% |
| 5Y | +153.0% | +111.0% | +42.0% | +80.2% |
| 10Y | +7.5% | +244.5% | -236.9% | -30.4% |
| All | +201.0% | +1,015.3% | -814.3% | +29.2% |
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