-55.4%
APP vs PBF
+120.1%
-175.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.7% | +17.4% | +10.5% |
| 7D | +4.5% | -0.9% | +5.4% | +4.4% |
| 30D | -3.6% | -13.7% | +10.1% | -3.8% |
| 3M | -35.3% | +10.6% | -45.9% | -35.4% |
| 6M | -42.8% | +61.2% | -104.0% | -44.1% |
| YTD | -59.7% | +172.7% | -232.4% | -61.2% |
| 1Y | -55.4% | +111.0% | -166.4% | -55.1% |
| All | -55.4% | +120.1% | -175.4% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling