+114.2%
APA vs PFGC
-8.5%
+122.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +2.7% |
| 7D | +0.3% | -3.7% | +4.0% | -0.6% |
| 30D | +9.3% | -16.0% | +25.3% | +5.0% |
| 3M | +23.3% | -4.1% | +27.5% | +23.2% |
| 6M | +39.5% | +8.7% | +30.8% | +45.0% |
| YTD | +87.6% | +6.4% | +81.3% | +92.6% |
| 1Y | +114.2% | -8.4% | +122.6% | +124.4% |
| All | +114.2% | -8.5% | +122.8% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling