+59.3%
APO vs PFGC
+66.2%
-6.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.1% |
| 30D | +3.5% | -11.9% | +15.4% | +9.2% |
| 3M | +4.5% | +5.0% | -0.5% | +0.9% |
| 6M | +22.8% | +8.6% | +14.2% | +16.0% |
| YTD | -6.5% | +9.7% | -16.2% | -13.9% |
| 1Y | +0.8% | -6.3% | +7.1% | +2.6% |
| All | +59.3% | +66.2% | -6.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling