+2,130.7%
AAPL vs PBF
+289.1%
+1,841.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +4.1% | +6.5% | -2.3% | +3.5% |
| 30D | +4.0% | -20.0% | +24.0% | +6.0% |
| 3M | +16.8% | -3.3% | +20.1% | +16.5% |
| 6M | +19.4% | +76.8% | -57.4% | +11.4% |
| YTD | +31.5% | +168.9% | -137.4% | +15.9% |
| 1Y | +31.0% | +96.4% | -65.4% | +19.2% |
| 3Y | +95.3% | +77.2% | +18.1% | +74.1% |
| 5Y | +143.4% | +417.7% | -274.4% | +85.3% |
| 10Y | +1,330.5% | +264.7% | +1,065.8% | +904.8% |
| All | +2,130.7% | +289.1% | +1,841.6% | +1,329.6% |
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