+10.0%
APD vs PFGC
+121.6%
-111.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -3.7% | +8.5% | -12.2% | -5.8% |
| 30D | +9.6% | +15.0% | -5.4% | +5.6% |
| 3M | +1.6% | -6.2% | +7.8% | +3.0% |
| 6M | +2.2% | +15.7% | -13.6% | -2.2% |
| YTD | +25.9% | +19.6% | +6.3% | +18.2% |
| 1Y | +20.1% | +13.2% | +6.9% | +14.6% |
| 3Y | +12.4% | +77.0% | -64.6% | -7.7% |
| All | +10.0% | +121.6% | -111.6% | -17.4% |
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