+520.8%
APP vs PBF
+451.9%
+69.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +2.1% |
| 7D | +48.9% | -4.0% | +52.9% | +49.1% |
| 30D | +49.4% | -18.0% | +67.4% | +50.7% |
| 3M | +27.0% | +0.9% | +26.1% | +26.2% |
| 6M | -15.4% | +65.7% | -81.1% | -19.1% |
| YTD | -39.9% | +161.9% | -201.8% | -44.8% |
| 1Y | -32.0% | +77.8% | -109.8% | -35.7% |
| 3Y | +824.3% | +74.9% | +749.5% | +745.1% |
| 5Y | +252.4% | +423.4% | -170.9% | +184.0% |
| All | +520.8% | +451.9% | +69.0% | +378.1% |
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 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