-70.1%
APTV vs PBF
+817.4%
-887.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | -10.6% | +15.8% | -26.5% | -12.5% |
| 3M | -35.0% | +90.3% | -125.3% | -40.9% |
| 6M | -38.9% | +102.8% | -141.7% | -45.7% |
| YTD | -41.5% | +187.3% | -228.8% | -51.3% |
| 1Y | -45.8% | +161.8% | -207.7% | -54.7% |
| 3Y | -55.7% | +55.5% | -111.2% | -61.6% |
| 5Y | -70.1% | +801.9% | -872.0% | -81.0% |
| All | -70.1% | +817.4% | -887.5% | -81.0% |
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