+443.7%
APLD vs PBF
+222.4%
+221.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +4.1% | +4.3% | -0.2% | +3.4% |
| 30D | -11.7% | +22.0% | -33.7% | -14.8% |
| 3M | -40.3% | +74.5% | -114.8% | -45.8% |
| 6M | -8.0% | +67.7% | -75.6% | -17.9% |
| YTD | +7.5% | +179.2% | -171.6% | -14.7% |
| 1Y | +84.0% | +170.0% | -86.0% | +45.2% |
| 3Y | +356.2% | +66.4% | +289.8% | +296.0% |
| All | +443.7% | +222.4% | +221.3% | +252.5% |
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