+44.0%
APA vs PFGC
+419.1%
-375.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +0.5% | -2.2% | +2.7% | +1.6% |
| 30D | +23.4% | -11.9% | +35.3% | +30.8% |
| 3M | +12.7% | +5.0% | +7.7% | +9.2% |
| 6M | +39.4% | +8.6% | +30.8% | +30.7% |
| YTD | +79.0% | +9.7% | +69.3% | +65.2% |
| 1Y | +88.8% | -6.3% | +95.1% | +87.6% |
| 3Y | +6.4% | +58.2% | -51.9% | -19.4% |
| 5Y | +153.0% | +110.4% | +42.5% | +58.1% |
| 10Y | +7.5% | +272.8% | -265.2% | -43.0% |
| All | +44.0% | +419.1% | -375.1% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling