+1,278.0%
AAPL vs PBF
+374.8%
+903.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | +3.8% | +5.3% | -1.5% | +3.3% |
| 30D | +9.9% | +11.7% | -1.8% | +8.7% |
| 3M | +12.5% | +91.1% | -78.6% | +5.0% |
| 6M | +27.6% | +88.4% | -60.8% | +18.5% |
| YTD | +22.6% | +194.1% | -171.5% | +8.0% |
| 1Y | +45.0% | +180.4% | -135.4% | +27.7% |
| 3Y | +87.8% | +59.3% | +28.4% | +70.3% |
| 5Y | +128.7% | +816.3% | -687.6% | +64.2% |
| All | +1,278.0% | +374.8% | +903.2% | +949.5% |
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