+1,713.1%
APO vs PBF
+303.9%
+1,409.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.0% | +4.3% | -5.3% | -1.8% |
| 30D | +3.5% | +22.0% | -18.5% | -0.6% |
| 3M | +4.5% | +74.5% | -70.0% | -7.4% |
| 6M | +22.8% | +67.7% | -44.9% | +8.2% |
| YTD | -6.5% | +179.2% | -185.7% | -26.3% |
| 1Y | +0.8% | +170.0% | -169.2% | -21.1% |
| 3Y | +62.0% | +66.4% | -4.4% | +33.8% |
| 5Y | +138.2% | +764.5% | -626.2% | +29.6% |
| 10Y | +940.3% | +358.5% | +581.7% | +414.5% |
| All | +1,713.1% | +303.9% | +1,409.2% | +857.1% |
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 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