-0.9%
APO vs PBF
+172.0%
-173.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -0.4% | +15.8% | -16.2% | -0.3% |
| 3M | -0.9% | +90.3% | -91.2% | -0.1% |
| 6M | +22.1% | +102.8% | -80.7% | +22.5% |
| YTD | -8.4% | +187.3% | -195.7% | -8.0% |
| 1Y | -0.9% | +161.8% | -162.8% | -1.2% |
| All | -0.9% | +172.0% | -173.0% | -1.2% |
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