-28.9%
APTV vs PBF
+69.8%
-98.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.6% |
| 7D | -8.9% | -4.0% | -4.9% | -8.8% |
| 30D | -9.5% | -18.0% | +8.5% | -9.0% |
| 3M | -20.6% | +0.9% | -21.5% | -20.6% |
| 6M | -28.9% | +65.7% | -94.6% | -25.0% |
| All | -28.9% | +69.8% | -98.7% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling