-37.5%
APH vs PBF
+90.7%
-128.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -47.5% |
| 7D | -48.7% | +8.4% | -57.1% | -48.1% |
| 30D | -51.9% | +22.0% | -73.9% | -50.4% |
| 3M | -43.6% | +74.5% | -118.1% | -35.8% |
| 6M | -37.5% | +67.7% | -105.2% | -29.0% |
| All | -37.5% | +90.7% | -128.2% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling