+183.2%
APD vs PFG
+195.4%
-12.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -0.2% | +3.0% | -3.2% | -1.4% |
| 30D | +11.0% | +8.2% | +2.9% | +7.6% |
| 3M | +1.3% | +2.7% | -1.4% | -0.1% |
| 6M | +6.4% | +17.2% | -10.9% | -0.9% |
| YTD | +28.9% | +34.8% | -5.8% | +12.9% |
| 1Y | +23.2% | +43.6% | -20.3% | +5.1% |
| 3Y | +26.3% | +85.4% | -59.1% | -4.3% |
| 5Y | +12.0% | +102.2% | -90.1% | -19.7% |
| 10Y | +183.2% | +190.2% | -7.1% | +57.3% |
| All | +183.2% | +195.4% | -12.3% | +57.3% |
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