+24.1%
APD vs PFG
+38.8%
-14.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +9.4% | +5.0% | +4.5% | +9.1% |
| 3M | +4.7% | +0.1% | +4.6% | +4.7% |
| 6M | +5.5% | +13.8% | -8.3% | +4.1% |
| YTD | +31.4% | +31.2% | +0.2% | +23.1% |
| 1Y | +24.1% | +37.1% | -13.0% | +11.9% |
| All | +24.1% | +38.8% | -14.7% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling