-26.3%
APH vs PFGC
-5.1%
-21.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.2% | -47.6% |
| 7D | -48.7% | -3.4% | -45.3% | -48.2% |
| 30D | -51.9% | -11.9% | -40.0% | -50.3% |
| 3M | -43.6% | +5.0% | -48.6% | -45.6% |
| 6M | -37.5% | +8.6% | -46.1% | -40.9% |
| YTD | -38.6% | +9.7% | -48.3% | -40.1% |
| 1Y | -26.3% | -6.3% | -20.0% | -29.5% |
| All | -26.3% | -5.1% | -21.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling