+330.2%
APLD vs PBF
+78.4%
+251.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.1% | -5.5% |
| 7D | +19.6% | +3.8% | +15.8% | +19.4% |
| 30D | -24.5% | -22.2% | -2.3% | -23.7% |
| 3M | -45.6% | +1.3% | -46.8% | -45.7% |
| 6M | -61.4% | +69.0% | -130.4% | -62.5% |
| YTD | -30.9% | +166.5% | -197.4% | -37.9% |
| 1Y | -35.8% | +88.1% | -123.9% | -40.1% |
| All | +330.2% | +78.4% | +251.8% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling