+1,041.3%
APH vs PFGC
+273.4%
+767.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | -3.3% | -15.8% | +12.4% | +0.5% |
| 3M | +14.0% | -0.6% | +14.6% | +13.8% |
| 6M | +24.4% | +10.7% | +13.8% | +20.8% |
| YTD | +21.4% | +7.6% | +13.8% | +18.8% |
| 1Y | +48.9% | -7.8% | +56.8% | +50.6% |
| 3Y | +290.1% | +63.7% | +226.4% | +245.1% |
| 5Y | +352.8% | +112.3% | +240.6% | +273.3% |
| 10Y | +1,041.3% | +286.7% | +754.6% | +749.2% |
| All | +1,041.3% | +273.4% | +767.8% | +749.2% |
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