+29.1%
APD vs PFG
+82.7%
-53.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.8% | +2.4% | +1.5% | +3.0% |
| 30D | +8.2% | +5.9% | +2.3% | +6.2% |
| 3M | +4.3% | -0.4% | +4.7% | +4.2% |
| 6M | +4.7% | +14.8% | -10.1% | -0.9% |
| YTD | +31.5% | +31.9% | -0.4% | +17.1% |
| 1Y | +23.5% | +38.8% | -15.3% | +7.6% |
| 3Y | +29.1% | +82.4% | -53.3% | +0.1% |
| All | +29.1% | +82.7% | -53.5% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling