+1,901.9%
AAPL vs PBF
+303.9%
+1,598.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | +3.0% | +22.0% | -19.0% | +0.8% |
| 3M | +2.9% | +74.5% | -71.6% | -3.3% |
| 6M | +22.1% | +67.7% | -45.6% | +14.3% |
| YTD | +18.0% | +179.2% | -161.2% | +4.1% |
| 1Y | +33.9% | +170.0% | -136.1% | +17.9% |
| 3Y | +71.2% | +66.4% | +4.8% | +54.1% |
| 5Y | +112.6% | +764.5% | -651.9% | +52.4% |
| 10Y | +1,198.8% | +358.5% | +840.3% | +789.6% |
| All | +1,901.9% | +303.9% | +1,598.0% | +1,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling