+44.5%
AAPL vs PBF
+167.4%
-122.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.8% | +3.6% |
| 7D | -0.5% | +2.3% | -2.8% | -0.4% |
| 30D | +7.1% | +11.6% | -4.5% | +7.4% |
| 3M | +12.1% | +81.7% | -69.6% | +14.0% |
| 6M | +25.4% | +96.4% | -71.0% | +27.0% |
| YTD | +20.5% | +189.5% | -169.0% | +19.8% |
| 1Y | +44.5% | +180.7% | -136.2% | +44.4% |
| All | +44.5% | +167.4% | -122.8% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling