+951.3%
APH vs PBF
+299.9%
+651.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.4% | +4.8% | +7.8% |
| 7D | +1.1% | -7.4% | +8.5% | +2.1% |
| 30D | -7.5% | -17.5% | +10.0% | -5.5% |
| 3M | -4.4% | +13.1% | -17.6% | -6.2% |
| 6M | +26.5% | +72.6% | -46.2% | +17.6% |
| YTD | +20.0% | +161.2% | -141.1% | +4.1% |
| 1Y | +16.9% | +93.3% | -76.5% | +5.1% |
| 3Y | +288.5% | +80.7% | +207.8% | +240.8% |
| 5Y | +310.3% | +396.1% | -85.8% | +199.6% |
| 10Y | +951.3% | +252.3% | +699.0% | +607.1% |
| All | +951.3% | +299.9% | +651.4% | +607.1% |
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