+77.2%
PBF vs APD
+29.7%
+47.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +6.5% | +3.8% | +2.6% | +5.2% |
| 30D | -20.0% | +8.2% | -28.2% | -22.0% |
| 3M | -3.3% | +4.3% | -7.6% | -4.7% |
| 6M | +76.8% | +4.7% | +72.1% | +74.1% |
| YTD | +168.9% | +31.5% | +137.4% | +144.0% |
| 1Y | +96.4% | +23.5% | +72.8% | +81.9% |
| 3Y | +77.2% | +29.1% | +48.1% | +72.2% |
| All | +77.2% | +29.7% | +47.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling