+952.6%
APH vs PFGC
+362.5%
+590.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -5.0% | +15.0% | -20.1% | -8.3% |
| 30D | -8.4% | +17.0% | -25.3% | -12.1% |
| 3M | -4.5% | -2.5% | -2.1% | -4.6% |
| 6M | +25.3% | +19.2% | +6.1% | +19.1% |
| YTD | +18.9% | +23.4% | -4.5% | +12.1% |
| 1Y | +11.9% | +13.9% | -1.9% | +7.4% |
| 3Y | +278.0% | +82.0% | +196.0% | +224.6% |
| 5Y | +306.4% | +128.7% | +177.8% | +227.4% |
| All | +952.6% | +362.5% | +590.1% | +657.9% |
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