+1,055.9%
APH vs PFG
+246.6%
+809.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +5.0% | +5.5% | -0.6% | +2.4% |
| 30D | -3.9% | +2.4% | -6.2% | -5.0% |
| 3M | +13.0% | +13.6% | -0.6% | +6.0% |
| 6M | +25.2% | +27.9% | -2.7% | +11.1% |
| YTD | +22.9% | +35.6% | -12.6% | +5.8% |
| 1Y | +47.8% | +48.5% | -0.6% | +21.7% |
| 3Y | +283.0% | +66.9% | +216.2% | +195.0% |
| 5Y | +349.7% | +111.0% | +238.7% | +207.2% |
| All | +1,055.9% | +246.6% | +809.3% | +479.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling