+179.9%
APTV vs PFG
+711.9%
-532.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.7% |
| 7D | +2.0% | +6.0% | -4.0% | -2.0% |
| 30D | -7.7% | +2.2% | -9.9% | -9.2% |
| 3M | -34.0% | +10.4% | -44.4% | -38.7% |
| 6M | -37.1% | +27.8% | -64.9% | -47.2% |
| YTD | -39.9% | +33.6% | -73.5% | -51.2% |
| 1Y | -44.4% | +49.3% | -93.7% | -58.3% |
| 3Y | -54.5% | +69.7% | -124.2% | -68.9% |
| 5Y | -69.1% | +111.3% | -180.5% | -81.6% |
| 10Y | -20.0% | +240.3% | -260.3% | -66.9% |
| All | +179.9% | +711.9% | -532.0% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling