+27.9%
APD vs PFGC
+111.4%
-83.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | +2.1% | -11.9% | +14.0% | +5.3% |
| 3M | +7.2% | +5.0% | +2.2% | +5.6% |
| 6M | +11.2% | +8.6% | +2.6% | +8.3% |
| YTD | +24.4% | +9.7% | +14.7% | +19.8% |
| 1Y | +6.7% | -6.3% | +13.0% | +7.5% |
| 3Y | +9.2% | +58.2% | -49.0% | -6.8% |
| All | +27.9% | +111.4% | -83.5% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling