+6.1%
APA vs PBF
+260.7%
-254.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | +8.5% | +6.5% | +2.1% | +5.3% |
| 30D | +2.8% | -20.0% | +22.8% | +12.9% |
| 3M | +21.7% | -3.3% | +25.0% | +20.6% |
| 6M | +32.6% | +76.8% | -44.2% | -3.2% |
| YTD | +103.7% | +168.9% | -65.2% | +18.8% |
| 1Y | +101.8% | +96.4% | +5.4% | +35.6% |
| 3Y | +48.1% | +77.2% | -29.1% | -3.3% |
| 5Y | +91.9% | +417.7% | -325.8% | -30.0% |
| All | +6.1% | +260.7% | -254.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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