+883.4%
APH vs PFG
+195.7%
+687.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.8% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -14.8% | +2.0% | -16.8% | -15.7% |
| 3M | -12.4% | -3.2% | -9.3% | -11.6% |
| 6M | +8.1% | +10.9% | -2.9% | +2.0% |
| YTD | +10.9% | +28.8% | -17.9% | -2.8% |
| 1Y | +8.8% | +39.2% | -30.4% | -8.0% |
| 3Y | +262.1% | +75.0% | +187.0% | +172.1% |
| 5Y | +283.1% | +91.9% | +191.2% | +172.0% |
| All | +883.4% | +195.7% | +687.7% | +461.3% |
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