+334.1%
PBF vs APD
+161.1%
+173.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +4.1% |
| 7D | +2.4% | -2.5% | +4.9% | +4.1% |
| 30D | +24.9% | -1.9% | +26.8% | +26.4% |
| 3M | +81.9% | +8.2% | +73.6% | +70.5% |
| 6M | +79.4% | +10.7% | +68.6% | +64.9% |
| YTD | +188.3% | +22.9% | +165.4% | +144.4% |
| 1Y | +177.3% | +5.8% | +171.5% | +158.6% |
| 3Y | +56.0% | +7.8% | +48.2% | +36.6% |
| 5Y | +804.0% | +26.1% | +777.9% | +545.0% |
| 10Y | +334.1% | +163.7% | +170.4% | +81.2% |
| All | +334.1% | +161.1% | +173.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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