-18.2%
APTV vs PFG
+247.4%
-265.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.1% |
| 7D | -1.8% | -3.0% | +1.2% | +0.2% |
| 30D | -7.9% | +2.5% | -10.4% | -9.6% |
| 3M | -29.9% | +6.1% | -36.0% | -33.1% |
| 6M | -36.6% | +31.3% | -67.9% | -48.0% |
| YTD | -40.0% | +33.6% | -73.5% | -51.5% |
| 1Y | -44.0% | +48.5% | -92.5% | -58.2% |
| 3Y | -54.5% | +69.6% | -124.1% | -69.3% |
| 5Y | -68.8% | +111.5% | -180.3% | -81.8% |
| All | -18.2% | +247.4% | -265.6% | -66.7% |
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