+193.1%
APD vs PFGC
+351.0%
-157.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +3.8% | +3.4% | +0.4% | +3.3% |
| 30D | +8.2% | +16.9% | -8.7% | +5.4% |
| 3M | +4.3% | +6.4% | -2.1% | +3.0% |
| 6M | +4.7% | +16.0% | -11.3% | +1.9% |
| YTD | +31.5% | +23.6% | +7.9% | +26.0% |
| 1Y | +23.5% | +16.6% | +6.9% | +19.4% |
| 3Y | +29.1% | +82.3% | -53.2% | +15.4% |
| 5Y | +15.9% | +138.7% | -122.8% | -1.5% |
| All | +193.1% | +351.0% | -157.9% | +146.0% |
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