+14,434.9%
APH vs PFG
+1,015.3%
+13,419.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +5.0% | +5.5% | -0.6% | +2.9% |
| 30D | -3.9% | +2.4% | -6.2% | -4.8% |
| 3M | +13.0% | +13.6% | -0.6% | +7.4% |
| 6M | +25.2% | +27.9% | -2.7% | +14.1% |
| YTD | +22.9% | +35.6% | -12.6% | +9.4% |
| 1Y | +47.8% | +48.5% | -0.6% | +27.2% |
| 3Y | +283.0% | +66.9% | +216.2% | +214.0% |
| 5Y | +349.7% | +111.0% | +238.7% | +237.0% |
| 10Y | +1,061.2% | +244.5% | +816.7% | +599.1% |
| All | +14,434.9% | +1,015.3% | +13,419.6% | +4,945.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PFG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling