+278.0%
APH vs PFG
+86.4%
+191.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.1% |
| 7D | -5.0% | +3.0% | -8.0% | -5.9% |
| 30D | -8.4% | +8.2% | -16.5% | -10.7% |
| 3M | -4.5% | +2.7% | -7.2% | -5.6% |
| 6M | +25.3% | +17.2% | +8.1% | +16.7% |
| YTD | +18.9% | +34.8% | -15.8% | +3.3% |
| 1Y | +11.9% | +43.6% | -31.6% | -5.7% |
| 3Y | +278.0% | +85.4% | +192.5% | +175.8% |
| All | +278.0% | +86.4% | +191.5% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling