-28.3%
APTV vs PFGC
+351.0%
-379.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.7% | +3.4% | -5.2% | -3.1% |
| 30D | -11.6% | +16.9% | -28.5% | -17.3% |
| 3M | -21.2% | +6.4% | -27.6% | -23.5% |
| 6M | -28.5% | +16.0% | -44.5% | -33.2% |
| YTD | -49.1% | +23.6% | -72.7% | -54.1% |
| 1Y | -52.2% | +16.6% | -68.8% | -55.9% |
| 3Y | -48.6% | +82.3% | -130.9% | -61.1% |
| 5Y | -77.3% | +138.7% | -216.0% | -84.7% |
| All | -28.3% | +351.0% | -379.3% | -62.7% |
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