+278.0%
APH vs PFGC
+84.6%
+193.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -5.0% | +15.0% | -20.1% | -9.2% |
| 30D | -8.4% | +17.0% | -25.3% | -13.2% |
| 3M | -4.5% | -2.5% | -2.1% | -3.4% |
| 6M | +25.3% | +19.2% | +6.1% | +15.7% |
| YTD | +18.9% | +23.4% | -4.5% | +8.3% |
| 1Y | +11.9% | +13.9% | -1.9% | +5.2% |
| 3Y | +278.0% | +82.0% | +196.0% | +203.6% |
| All | +278.0% | +84.6% | +193.3% | +203.6% |
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