+1,567.7%
APO vs PBF
+278.8%
+1,288.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.9% |
| 7D | +0.2% | -4.0% | +4.1% | +0.9% |
| 30D | +3.1% | -18.0% | +21.1% | +6.4% |
| 3M | -12.0% | +0.9% | -12.9% | -13.3% |
| 6M | -5.0% | +65.7% | -70.7% | -16.0% |
| YTD | -14.0% | +161.9% | -175.9% | -32.1% |
| 1Y | -5.9% | +77.8% | -83.7% | -20.1% |
| 3Y | +51.6% | +74.9% | -23.3% | +22.8% |
| 5Y | +80.8% | +423.4% | -342.6% | +9.3% |
| 10Y | +839.9% | +255.2% | +584.8% | +382.2% |
| All | +1,567.7% | +278.8% | +1,288.8% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling