+1,145.3%
APH vs PFGC
+477.3%
+668.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.4% |
| 7D | -12.7% | +12.5% | -25.2% | -15.4% |
| 30D | -19.2% | +17.0% | -36.1% | -22.4% |
| 3M | -16.7% | -2.1% | -14.6% | -16.8% |
| 6M | +5.1% | +25.9% | -20.8% | -1.3% |
| YTD | +6.6% | +22.0% | -15.4% | +0.8% |
| 1Y | +3.9% | +14.8% | -11.0% | -0.5% |
| 3Y | +246.0% | +80.8% | +165.2% | +198.3% |
| 5Y | +268.0% | +126.0% | +142.0% | +198.2% |
| 10Y | +868.2% | +363.8% | +504.5% | +578.8% |
| All | +1,145.3% | +477.3% | +668.0% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling