+1,412.7%
APD vs PFG
+960.1%
+452.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | -3.7% | -0.6% | -3.0% | -3.5% |
| 30D | +9.6% | +2.0% | +7.6% | +8.9% |
| 3M | +1.6% | -3.2% | +4.8% | +2.4% |
| 6M | +2.2% | +10.9% | -8.8% | -1.7% |
| YTD | +25.9% | +28.8% | -3.0% | +14.9% |
| 1Y | +20.1% | +39.2% | -19.0% | +6.9% |
| 3Y | +12.4% | +75.0% | -62.6% | -7.9% |
| 5Y | +11.1% | +91.9% | -80.8% | -12.7% |
| 10Y | +190.1% | +202.3% | -12.2% | +86.5% |
| All | +1,412.7% | +960.1% | +452.5% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling