+951.3%
APH vs PFG
+203.0%
+748.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.0% | +4.2% | +6.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.1% |
| 30D | -7.5% | +7.6% | -15.1% | -10.4% |
| 3M | -4.4% | +2.5% | -7.0% | -5.9% |
| 6M | +26.5% | +16.6% | +9.9% | +16.9% |
| YTD | +20.0% | +34.1% | -14.0% | +3.5% |
| 1Y | +16.9% | +44.1% | -27.2% | -2.5% |
| 3Y | +288.5% | +86.3% | +202.2% | +184.3% |
| 5Y | +310.3% | +101.6% | +208.7% | +185.3% |
| 10Y | +951.3% | +197.9% | +753.4% | +489.5% |
| All | +951.3% | +203.0% | +748.3% | +489.5% |
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 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