+13.0%
APH vs PFGC
+12.0%
+1.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.0% | +4.2% | +7.7% |
| 7D | +1.1% | +10.8% | -9.7% | +0.2% |
| 30D | -7.5% | +17.8% | -25.3% | -10.0% |
| 3M | -4.4% | -2.7% | -1.7% | -1.6% |
| 6M | +26.5% | +20.0% | +6.4% | +18.1% |
| YTD | +20.0% | +24.3% | -4.3% | +14.6% |
| All | +13.0% | +12.0% | +1.0% | +7.3% |
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