+50.8%
APH vs PBF
+167.8%
-117.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.8% |
| 7D | +5.0% | +4.3% | +0.7% | +5.1% |
| 30D | -3.9% | +22.0% | -25.9% | -3.3% |
| 3M | +13.0% | +74.5% | -61.5% | +16.6% |
| 6M | +25.2% | +67.7% | -42.5% | +28.8% |
| YTD | +22.9% | +179.2% | -156.2% | +18.5% |
| All | +50.8% | +167.8% | -117.0% | +46.6% |
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 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