+1,059.7%
APH vs PBF
+355.1%
+704.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +5.0% | +4.3% | +0.7% | +4.5% |
| 30D | -3.9% | +22.0% | -25.9% | -6.2% |
| 3M | +13.0% | +74.5% | -61.5% | +5.4% |
| 6M | +25.2% | +67.7% | -42.5% | +16.1% |
| YTD | +22.9% | +179.2% | -156.2% | +6.3% |
| 1Y | +47.8% | +170.0% | -122.2% | +27.7% |
| 3Y | +283.0% | +66.4% | +216.6% | +240.6% |
| 5Y | +349.7% | +764.5% | -414.8% | +204.3% |
| All | +1,059.7% | +355.1% | +704.7% | +664.6% |
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