+23.2%
APD vs PFGC
+11.2%
+12.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.2% | +15.0% | -15.2% | -0.3% |
| 30D | +11.0% | +17.0% | -6.0% | +11.0% |
| 3M | +1.3% | -2.5% | +3.8% | +0.5% |
| 6M | +6.4% | +19.2% | -12.8% | +7.4% |
| YTD | +28.9% | +23.4% | +5.5% | +29.1% |
| 1Y | +23.2% | +13.9% | +9.4% | +23.5% |
| All | +23.2% | +11.2% | +12.0% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling