+163.7%
APD vs PFGC
+273.4%
-109.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -2.5% | -2.4% | -0.1% | -2.1% |
| 30D | -1.9% | -15.8% | +13.9% | +0.8% |
| 3M | +8.2% | -0.6% | +8.8% | +8.2% |
| 6M | +10.7% | +10.7% | +0.1% | +8.5% |
| YTD | +22.9% | +7.6% | +15.3% | +20.6% |
| 1Y | +5.8% | -7.8% | +13.6% | +6.4% |
| 3Y | +7.8% | +63.7% | -55.9% | -1.8% |
| 5Y | +26.1% | +112.3% | -86.1% | +9.3% |
| 10Y | +163.7% | +286.7% | -123.0% | +125.0% |
| All | +163.7% | +273.4% | -109.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling