+49.9%
APTV vs PBF
+278.8%
-229.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.5% |
| 7D | -8.9% | -4.0% | -4.9% | -8.2% |
| 30D | -9.5% | -18.0% | +8.5% | -6.4% |
| 3M | -20.6% | +0.9% | -21.5% | -21.6% |
| 6M | -28.9% | +65.7% | -94.6% | -37.2% |
| YTD | -48.2% | +161.9% | -210.1% | -59.5% |
| 1Y | -51.7% | +77.8% | -129.5% | -59.1% |
| 3Y | -48.1% | +74.9% | -123.0% | -58.2% |
| 5Y | -76.7% | +423.4% | -500.1% | -86.3% |
| 10Y | -25.6% | +255.2% | -280.8% | -62.3% |
| All | +49.9% | +278.8% | -229.0% | -29.4% |
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