+1,361.6%
AAPL vs PBF
+259.1%
+1,102.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | +3.2% | +4.3% | -1.1% | +2.8% |
| 30D | +4.1% | -21.8% | +25.9% | +6.3% |
| 3M | +17.5% | +1.7% | +15.8% | +16.6% |
| 6M | +20.6% | +69.8% | -49.2% | +13.1% |
| YTD | +31.0% | +167.7% | -136.7% | +15.6% |
| 1Y | +30.2% | +89.0% | -58.7% | +19.1% |
| 3Y | +92.9% | +78.8% | +14.1% | +71.8% |
| 5Y | +142.4% | +415.4% | -273.0% | +84.5% |
| All | +1,361.6% | +259.1% | +1,102.5% | +1,003.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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