+166.1%
APA vs PFGC
+110.5%
+55.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.4% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +15.7% | -15.8% | +31.5% | +22.4% |
| 3M | +16.5% | -0.6% | +17.0% | +16.0% |
| 6M | +35.1% | +10.7% | +24.4% | +27.8% |
| YTD | +82.2% | +7.6% | +74.6% | +72.7% |
| 1Y | +102.5% | -7.8% | +110.3% | +104.6% |
| 3Y | +10.3% | +63.7% | -53.4% | -13.0% |
| 5Y | +166.1% | +112.3% | +53.9% | +81.2% |
| All | +166.1% | +110.5% | +55.6% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling