+12,498.4%
APH vs PFG
+978.4%
+11,520.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -8.0% |
| 7D | -12.7% | -0.7% | -12.0% | -12.5% |
| 30D | -19.2% | +2.8% | -22.0% | -20.0% |
| 3M | -16.7% | -1.0% | -15.7% | -16.7% |
| 6M | +5.1% | +13.6% | -8.5% | -0.3% |
| YTD | +6.6% | +31.1% | -24.5% | -4.3% |
| 1Y | +3.9% | +43.8% | -39.9% | -9.7% |
| 3Y | +246.0% | +75.0% | +171.0% | +178.5% |
| 5Y | +268.0% | +95.2% | +172.7% | +182.6% |
| 10Y | +868.2% | +207.5% | +660.7% | +504.0% |
| All | +12,498.4% | +978.4% | +11,520.0% | +4,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling