+16.4%
APH vs PBF
+120.1%
-103.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.5% | -6.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -9.5% | -13.7% | +4.2% | -10.0% |
| 3M | -7.6% | +10.6% | -18.2% | -6.4% |
| 6M | +12.4% | +61.2% | -48.8% | +20.1% |
| YTD | +17.5% | +172.7% | -155.2% | +22.4% |
| 1Y | +16.4% | +111.0% | -94.6% | +27.7% |
| All | +16.4% | +120.1% | -103.6% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling