+82.7%
APO vs PFGC
+122.2%
-39.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +8.1% | +15.0% | -6.9% | +1.0% |
| 30D | +3.4% | +17.0% | -13.5% | -4.1% |
| 3M | -6.6% | -2.5% | -4.2% | -6.0% |
| 6M | -7.1% | +19.2% | -26.3% | -15.8% |
| YTD | -14.1% | +23.4% | -37.6% | -25.0% |
| 1Y | -4.7% | +13.9% | -18.6% | -13.1% |
| 3Y | +51.3% | +82.0% | -30.7% | +7.3% |
| 5Y | +82.7% | +128.7% | -45.9% | +13.1% |
| All | +82.7% | +122.2% | -39.5% | +13.1% |
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 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