+5.8%
APD vs PFG
+48.9%
-43.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -2.5% | +6.0% | -8.5% | -3.5% |
| 30D | -1.9% | +2.2% | -4.1% | -2.2% |
| 3M | +8.2% | +10.4% | -2.1% | +6.2% |
| 6M | +10.7% | +27.8% | -17.0% | +5.1% |
| YTD | +22.9% | +33.6% | -10.7% | +12.6% |
| 1Y | +5.8% | +49.3% | -43.5% | -9.4% |
| All | +5.8% | +48.9% | -43.1% | -9.4% |
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