+883.4%
APH vs PBF
+276.6%
+606.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.3% |
| 7D | -5.9% | -13.8% | +7.8% | -4.3% |
| 30D | -14.8% | -19.6% | +4.8% | -12.9% |
| 3M | -12.4% | +10.3% | -22.7% | -13.8% |
| 6M | +8.1% | +63.4% | -55.4% | +1.1% |
| YTD | +10.9% | +152.6% | -141.7% | -3.4% |
| 1Y | +8.8% | +87.4% | -78.6% | -1.8% |
| 3Y | +262.1% | +63.3% | +198.8% | +221.7% |
| 5Y | +283.1% | +412.5% | -129.3% | +178.6% |
| All | +883.4% | +276.6% | +606.8% | +563.4% |
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