+303.8%
APH vs PFG
+101.8%
+202.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -5.0% | +3.0% | -8.0% | -6.2% |
| 30D | -8.4% | +8.2% | -16.5% | -11.4% |
| 3M | -4.5% | +2.7% | -7.2% | -5.9% |
| 6M | +25.3% | +17.2% | +8.1% | +15.3% |
| YTD | +18.9% | +34.8% | -15.8% | +1.5% |
| 1Y | +11.9% | +43.6% | -31.6% | -7.5% |
| 3Y | +278.0% | +85.4% | +192.5% | +169.0% |
| All | +303.8% | +101.8% | +202.0% | +169.1% |
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 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