-20.1%
APA vs PBF
+258.1%
-278.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +3.5% |
| 7D | -5.5% | -15.3% | +9.7% | +1.2% |
| 30D | -1.2% | -21.8% | +20.6% | +8.9% |
| 3M | +10.6% | -0.2% | +10.8% | +7.9% |
| 6M | +28.4% | +63.6% | -35.2% | -0.8% |
| YTD | +89.7% | +147.5% | -57.8% | +19.5% |
| 1Y | +90.6% | +69.8% | +20.8% | +40.6% |
| 3Y | +36.9% | +65.3% | -28.4% | -4.5% |
| 5Y | +83.2% | +393.4% | -310.2% | -24.7% |
| 10Y | -0.1% | +240.3% | -240.4% | -61.3% |
| All | -20.1% | +258.1% | -278.2% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling