+236.1%
APD vs PFGC
+465.8%
-229.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -3.7% | +8.5% | -12.2% | -5.0% |
| 30D | +9.6% | +15.0% | -5.4% | +7.0% |
| 3M | +1.6% | -6.2% | +7.8% | +2.5% |
| 6M | +2.2% | +15.7% | -13.6% | -0.6% |
| YTD | +25.9% | +19.6% | +6.3% | +21.2% |
| 1Y | +20.1% | +13.2% | +6.9% | +16.7% |
| 3Y | +12.4% | +77.0% | -64.6% | +0.9% |
| 5Y | +11.1% | +121.5% | -110.3% | -4.6% |
| 10Y | +190.1% | +354.5% | -164.4% | +133.4% |
| All | +236.1% | +465.8% | -229.7% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling