+949.3%
APO vs PFG
+239.8%
+709.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -1.0% | +3.2% | -4.2% | -3.4% |
| 30D | -0.4% | +0.9% | -1.3% | -1.3% |
| 3M | -0.9% | +7.7% | -8.6% | -6.4% |
| 6M | +22.1% | +29.0% | -6.8% | +1.5% |
| YTD | -8.4% | +32.5% | -40.8% | -25.4% |
| 1Y | -0.9% | +47.3% | -48.3% | -25.3% |
| 3Y | +56.1% | +68.2% | -12.1% | +8.1% |
| 5Y | +136.0% | +108.5% | +27.5% | +41.1% |
| 10Y | +949.3% | +241.4% | +707.9% | +281.9% |
| All | +949.3% | +239.8% | +709.6% | +281.9% |
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