+285.6%
APH vs PFGC
+60.5%
+225.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +5.0% | -2.2% | +7.2% | +5.8% |
| 30D | -3.9% | -11.9% | +8.1% | +0.6% |
| 3M | +13.0% | +5.0% | +8.0% | +9.2% |
| 6M | +25.2% | +8.6% | +16.6% | +18.7% |
| YTD | +22.9% | +9.7% | +13.3% | +16.6% |
| 1Y | +47.8% | -6.3% | +54.1% | +48.9% |
| All | +285.6% | +60.5% | +225.1% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling