+240.3%
PBF vs APD
+187.0%
+53.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.5% |
| 7D | -15.3% | -0.2% | -15.1% | -15.2% |
| 30D | -21.8% | +11.0% | -32.8% | -27.3% |
| 3M | -0.2% | +1.3% | -1.5% | -1.4% |
| 6M | +63.6% | +6.4% | +57.2% | +54.7% |
| YTD | +147.5% | +28.9% | +118.6% | +102.4% |
| 1Y | +69.8% | +23.2% | +46.6% | +42.6% |
| 3Y | +65.3% | +26.3% | +38.9% | +28.9% |
| 5Y | +393.4% | +12.0% | +381.4% | +303.8% |
| 10Y | +240.3% | +183.2% | +57.1% | +32.1% |
| All | +240.3% | +187.0% | +53.3% | +32.1% |
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