-2.6%
APA vs PBF
+351.3%
-354.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +0.3% | +1.4% | -1.1% | -0.3% |
| 30D | +9.3% | +15.8% | -6.5% | +1.3% |
| 3M | +23.3% | +90.3% | -66.9% | -10.9% |
| 6M | +39.5% | +102.8% | -63.3% | -2.8% |
| YTD | +87.6% | +187.3% | -99.7% | +8.9% |
| 1Y | +114.2% | +161.8% | -47.6% | +27.5% |
| 3Y | +13.6% | +55.5% | -41.9% | -19.5% |
| 5Y | +175.6% | +801.9% | -626.3% | -19.9% |
| 10Y | -2.6% | +362.2% | -364.9% | -65.7% |
| All | -2.6% | +351.3% | -354.0% | -65.7% |
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