+718.6%
PBF vs APD
+27.6%
+691.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +4.3% | -2.2% | +6.5% | +5.1% |
| 30D | +22.0% | +2.1% | +19.9% | +21.1% |
| 3M | +74.5% | +7.2% | +67.3% | +70.0% |
| 6M | +67.7% | +11.2% | +56.4% | +61.1% |
| YTD | +179.2% | +24.4% | +154.8% | +157.1% |
| 1Y | +170.0% | +6.7% | +163.3% | +161.4% |
| 3Y | +66.4% | +9.2% | +57.1% | +60.3% |
| All | +718.6% | +27.6% | +691.0% | +556.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling