+948.3%
APH vs PFGC
+346.1%
+602.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +11.1% | +0.3% | +10.9% | +11.1% |
| 30D | -7.3% | +16.1% | -23.4% | -10.9% |
| 3M | -6.2% | +2.4% | -8.5% | -7.2% |
| 6M | +24.9% | +15.7% | +9.2% | +19.6% |
| YTD | +18.4% | +22.3% | -3.9% | +11.8% |
| 1Y | +13.0% | +13.9% | -0.9% | +8.4% |
| 3Y | +276.4% | +80.3% | +196.1% | +223.9% |
| 5Y | +296.4% | +136.1% | +160.3% | +217.5% |
| All | +948.3% | +346.1% | +602.2% | +654.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling