-28.3%
APTV vs PBF
+260.7%
-289.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -1.7% | +6.5% | -8.2% | -3.1% |
| 30D | -11.6% | -20.0% | +8.4% | -7.9% |
| 3M | -21.2% | -3.3% | -17.9% | -21.5% |
| 6M | -28.5% | +76.8% | -105.3% | -38.0% |
| YTD | -49.1% | +168.9% | -218.0% | -60.8% |
| 1Y | -52.2% | +96.4% | -148.5% | -60.7% |
| 3Y | -48.6% | +77.2% | -125.8% | -59.2% |
| 5Y | -77.3% | +417.7% | -495.0% | -87.0% |
| All | -28.3% | +260.7% | -289.1% | -64.9% |
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