-18.4%
APTV vs PFGC
+292.9%
-311.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -5.0% | -4.8% | -0.3% | -3.1% |
| 30D | -6.1% | -12.5% | +6.5% | -0.8% |
| 3M | -33.0% | -9.7% | -23.3% | -30.3% |
| 6M | -35.2% | +7.0% | -42.3% | -37.3% |
| YTD | -40.1% | +4.5% | -44.6% | -41.9% |
| 1Y | -45.6% | -11.6% | -34.0% | -43.5% |
| 3Y | -54.4% | +58.5% | -112.9% | -63.3% |
| 5Y | -68.9% | +112.6% | -181.5% | -78.0% |
| All | -18.4% | +292.9% | -311.3% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling