+82.3%
APTV vs PBF
+303.9%
-221.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | +4.8% | +4.3% | +0.5% | +3.9% |
| 30D | +2.0% | +22.0% | -20.0% | -2.2% |
| 3M | -34.2% | +74.5% | -108.7% | -41.9% |
| 6M | -34.7% | +67.7% | -102.3% | -42.9% |
| YTD | -37.0% | +179.2% | -216.2% | -50.8% |
| 1Y | -40.4% | +170.0% | -210.4% | -53.8% |
| 3Y | -54.1% | +66.4% | -120.5% | -62.4% |
| 5Y | -68.0% | +764.5% | -832.5% | -83.2% |
| 10Y | -15.5% | +358.5% | -374.0% | -59.0% |
| All | +82.3% | +303.9% | -221.5% | -14.4% |
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