+109.8%
AAPL vs PBF
+817.4%
-707.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -3.0% | +1.4% | -4.3% | -3.0% |
| 30D | +2.3% | +15.8% | -13.5% | +1.3% |
| 3M | +8.6% | +90.3% | -81.6% | +3.7% |
| 6M | +21.6% | +102.8% | -81.3% | +14.8% |
| YTD | +16.3% | +187.3% | -171.0% | +6.2% |
| 1Y | +35.1% | +161.8% | -126.8% | +23.7% |
| 3Y | +79.4% | +55.5% | +23.9% | +63.7% |
| 5Y | +109.8% | +801.9% | -692.1% | +69.0% |
| All | +109.8% | +817.4% | -707.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling