+244.7%
APLD vs PBF
+201.7%
+43.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +7.0% |
| 7D | +3.1% | -7.4% | +10.4% | +4.4% |
| 30D | -29.4% | -17.5% | -11.9% | -27.5% |
| 3M | -42.8% | +13.1% | -55.9% | -44.4% |
| 6M | -59.5% | +72.6% | -132.1% | -63.5% |
| YTD | -31.8% | +161.2% | -193.0% | -45.6% |
| 1Y | -46.0% | +93.3% | -139.4% | -54.2% |
| 3Y | +252.0% | +80.7% | +171.3% | +193.0% |
| All | +244.7% | +201.7% | +43.1% | +124.8% |
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