+76.5%
APO vs PBF
+407.7%
-331.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +4.2% |
| 7D | +2.3% | -7.4% | +9.7% | +3.2% |
| 30D | +3.0% | -17.5% | +20.5% | +5.2% |
| 3M | -3.7% | +13.1% | -16.8% | -6.2% |
| 6M | -7.5% | +72.6% | -80.1% | -16.2% |
| YTD | -14.5% | +161.2% | -175.7% | -29.0% |
| 1Y | -6.2% | +93.3% | -99.5% | -18.2% |
| 3Y | +51.9% | +80.7% | -28.8% | +25.7% |
| 5Y | +76.5% | +396.1% | -319.6% | +26.2% |
| All | +76.5% | +407.7% | -331.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling