-21.0%
APA vs PBF
+265.5%
-286.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +3.3% |
| 7D | -15.5% | -13.8% | -1.7% | -10.0% |
| 30D | +2.4% | -19.6% | +22.0% | +11.4% |
| 3M | +22.8% | +10.3% | +12.5% | +15.1% |
| 6M | +17.9% | +63.4% | -45.5% | -8.7% |
| YTD | +87.7% | +152.6% | -65.0% | +17.4% |
| 1Y | +94.2% | +87.4% | +6.8% | +37.3% |
| 3Y | +27.2% | +63.3% | -36.0% | -10.6% |
| 5Y | +74.1% | +412.5% | -338.3% | -29.5% |
| 10Y | +2.6% | +282.5% | -279.8% | -61.5% |
| All | -21.0% | +265.5% | -286.5% | -71.5% |
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 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