+282.2%
APH vs PFGC
+121.6%
+160.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.7% |
| 7D | -5.9% | +8.5% | -14.5% | -9.0% |
| 30D | -14.8% | +15.0% | -29.8% | -19.4% |
| 3M | -12.4% | -6.2% | -6.2% | -11.1% |
| 6M | +8.1% | +15.7% | -7.7% | +0.9% |
| YTD | +10.9% | +19.6% | -8.6% | +2.3% |
| 1Y | +8.8% | +13.2% | -4.4% | +2.1% |
| 3Y | +262.1% | +77.0% | +185.1% | +186.5% |
| All | +282.2% | +121.6% | +160.5% | +172.3% |
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 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