+949.3%
APO vs PBF
+351.3%
+598.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -0.4% | +15.8% | -16.2% | -3.4% |
| 3M | -0.9% | +90.3% | -91.2% | -13.8% |
| 6M | +22.1% | +102.8% | -80.7% | +3.4% |
| YTD | -8.4% | +187.3% | -195.7% | -28.7% |
| 1Y | -0.9% | +161.8% | -162.8% | -22.5% |
| 3Y | +56.1% | +55.5% | +0.7% | +30.3% |
| 5Y | +136.0% | +801.9% | -665.9% | +24.0% |
| 10Y | +949.3% | +362.2% | +587.1% | +436.1% |
| All | +949.3% | +351.3% | +598.0% | +436.1% |
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