-47.8%
APTV vs PFGC
+82.7%
-130.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -8.9% | +1.5% | -10.4% | -9.5% |
| 30D | -9.5% | +17.4% | -26.9% | -15.8% |
| 3M | -20.6% | -2.4% | -18.2% | -20.0% |
| 6M | -28.9% | +18.2% | -47.1% | -34.3% |
| YTD | -48.2% | +23.7% | -71.9% | -53.8% |
| 1Y | -51.7% | +15.0% | -66.7% | -55.4% |
| All | -47.8% | +82.7% | -130.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling