+330.8%
PBF vs APD
+453.6%
-122.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +4.3% | -2.2% | +6.5% | +5.8% |
| 30D | +22.0% | +2.1% | +19.9% | +20.3% |
| 3M | +74.5% | +7.2% | +67.3% | +65.2% |
| 6M | +67.7% | +11.2% | +56.4% | +54.5% |
| YTD | +179.2% | +24.4% | +154.8% | +136.9% |
| 1Y | +170.0% | +6.7% | +163.3% | +151.4% |
| 3Y | +66.4% | +9.2% | +57.1% | +45.6% |
| 5Y | +764.5% | +27.4% | +737.1% | +536.2% |
| 10Y | +358.5% | +164.8% | +193.7% | +113.0% |
| All | +330.8% | +453.6% | -122.8% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling