-70.1%
APTV vs PFGC
+111.7%
-181.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -1.2% | -3.7% | +2.6% | +0.9% |
| 30D | -10.6% | -16.0% | +5.3% | -2.2% |
| 3M | -35.0% | -4.1% | -30.9% | -33.8% |
| 6M | -38.9% | +8.7% | -47.6% | -42.0% |
| YTD | -41.5% | +6.4% | -47.9% | -44.5% |
| 1Y | -45.8% | -8.4% | -37.4% | -44.3% |
| 3Y | -55.7% | +61.8% | -117.5% | -68.0% |
| 5Y | -70.1% | +108.7% | -178.8% | -81.7% |
| All | -70.1% | +111.7% | -181.8% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling