+839.9%
APO vs PFG
+189.4%
+650.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | +0.2% | -2.2% | +2.4% | +1.8% |
| 30D | +3.1% | +6.4% | -3.2% | -1.1% |
| 3M | -12.0% | +2.2% | -14.2% | -13.5% |
| 6M | -5.0% | +16.3% | -21.2% | -15.0% |
| YTD | -14.0% | +33.2% | -47.2% | -30.2% |
| 1Y | -5.9% | +40.6% | -46.5% | -26.5% |
| 3Y | +51.6% | +83.3% | -31.8% | -0.9% |
| 5Y | +80.8% | +97.7% | -16.9% | +11.6% |
| 10Y | +839.9% | +189.9% | +650.1% | +271.9% |
| All | +839.9% | +189.4% | +650.6% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling