+845.7%
APO vs PBF
+231.7%
+614.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.7% | +1.4% |
| 7D | +8.1% | -15.3% | +23.4% | +11.4% |
| 30D | +3.4% | -21.8% | +25.2% | +7.9% |
| 3M | -6.6% | -0.2% | -6.4% | -7.8% |
| 6M | -7.1% | +63.6% | -70.7% | -18.1% |
| YTD | -14.1% | +147.5% | -161.7% | -32.2% |
| 1Y | -4.7% | +69.8% | -74.5% | -18.8% |
| 3Y | +51.3% | +65.3% | -14.0% | +22.8% |
| 5Y | +82.7% | +393.4% | -310.7% | +8.5% |
| 10Y | +845.7% | +240.3% | +605.4% | +388.3% |
| All | +845.7% | +231.7% | +614.0% | +388.3% |
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