+122.9%
APH vs PFG
+110.8%
+12.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +6.7% | -54.5% | -50.1% |
| 7D | -48.7% | +4.8% | -53.5% | -50.6% |
| 30D | -51.9% | +2.4% | -54.3% | -53.2% |
| 3M | -43.6% | +13.6% | -57.1% | -48.0% |
| 6M | -37.5% | +27.9% | -65.4% | -45.7% |
| YTD | -38.6% | +35.6% | -74.2% | -48.5% |
| 1Y | -26.3% | +48.5% | -74.8% | -41.1% |
| 3Y | +89.2% | +66.9% | +22.3% | +39.7% |
| All | +122.9% | +110.8% | +12.0% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling