-2.6%
APA vs PFGC
+287.3%
-290.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.5% |
| 7D | +0.3% | -3.7% | +4.0% | +2.1% |
| 30D | +9.3% | -16.0% | +25.3% | +18.6% |
| 3M | +23.3% | -4.1% | +27.5% | +25.0% |
| 6M | +39.5% | +8.7% | +30.8% | +30.4% |
| YTD | +87.6% | +6.4% | +81.3% | +75.4% |
| 1Y | +114.2% | -8.4% | +122.6% | +115.0% |
| 3Y | +13.6% | +61.8% | -48.2% | -15.7% |
| 5Y | +175.6% | +108.7% | +66.9% | +70.2% |
| 10Y | -2.6% | +298.1% | -300.8% | -45.3% |
| All | -2.6% | +287.3% | -290.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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