+163.7%
APD vs PFG
+239.4%
-75.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -2.5% | +6.0% | -8.5% | -4.9% |
| 30D | -1.9% | +2.2% | -4.1% | -2.9% |
| 3M | +8.2% | +10.4% | -2.1% | +3.6% |
| 6M | +10.7% | +27.8% | -17.0% | -0.4% |
| YTD | +22.9% | +33.6% | -10.7% | +8.2% |
| 1Y | +5.8% | +49.3% | -43.5% | -11.1% |
| 3Y | +7.8% | +69.7% | -62.0% | -15.2% |
| 5Y | +26.1% | +111.3% | -85.2% | -11.1% |
| 10Y | +163.7% | +240.3% | -76.6% | +38.7% |
| All | +163.7% | +239.4% | -75.7% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling