+79.2%
PBF vs APD
+21.8%
+57.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +3.0% |
| 7D | -7.4% | -1.6% | -5.8% | -7.1% |
| 30D | -17.5% | +10.6% | -28.1% | -19.1% |
| 3M | +13.1% | +2.5% | +10.6% | +12.7% |
| 6M | +72.6% | +6.0% | +66.7% | +72.2% |
| YTD | +161.2% | +28.4% | +132.8% | +145.2% |
| All | +79.2% | +21.8% | +57.4% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling