-28.3%
APTV vs PFG
+184.0%
-212.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -1.7% | +2.4% | -4.1% | -3.4% |
| 30D | -11.6% | +5.9% | -17.5% | -14.9% |
| 3M | -21.2% | -0.4% | -20.7% | -21.2% |
| 6M | -28.5% | +14.8% | -43.4% | -35.8% |
| YTD | -49.1% | +31.9% | -81.0% | -58.7% |
| 1Y | -52.2% | +38.8% | -91.0% | -62.6% |
| 3Y | -48.6% | +82.4% | -131.0% | -67.0% |
| 5Y | -77.3% | +94.7% | -172.0% | -86.0% |
| All | -28.3% | +184.0% | -212.3% | -69.5% |
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