+1,394.9%
APD vs PFG
+1,015.3%
+379.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.5% |
| 7D | -2.2% | +5.5% | -7.7% | -4.0% |
| 30D | +2.1% | +2.4% | -0.3% | +1.2% |
| 3M | +7.2% | +13.6% | -6.4% | +2.5% |
| 6M | +11.2% | +27.9% | -16.6% | +2.2% |
| YTD | +24.4% | +35.6% | -11.2% | +11.8% |
| 1Y | +6.7% | +48.5% | -41.8% | -6.9% |
| 3Y | +9.2% | +66.9% | -57.6% | -9.0% |
| 5Y | +27.4% | +111.0% | -83.6% | -3.0% |
| 10Y | +164.8% | +244.5% | -79.7% | +63.6% |
| All | +1,394.9% | +1,015.3% | +379.7% | +402.7% |
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