+285.2%
APH vs PFGC
+138.1%
+147.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +4.9% | +3.4% | +1.5% | +3.8% |
| 30D | -5.4% | +16.9% | -22.3% | -10.8% |
| 3M | -5.5% | +6.4% | -11.9% | -8.0% |
| 6M | +25.9% | +16.0% | +9.9% | +17.7% |
| YTD | +16.4% | +23.6% | -7.3% | +6.1% |
| 1Y | +16.5% | +16.6% | -0.1% | +8.3% |
| 3Y | +270.9% | +82.3% | +188.6% | +189.9% |
| All | +285.2% | +138.1% | +147.1% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling