+528.8%
APP vs PBF
+450.4%
+78.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.7% |
| 7D | +79.2% | -7.4% | +86.5% | +79.6% |
| 30D | +48.0% | -17.5% | +65.5% | +49.2% |
| 3M | +18.2% | +13.1% | +5.1% | +16.6% |
| 6M | -12.5% | +72.6% | -85.1% | -16.5% |
| YTD | -39.2% | +161.2% | -200.3% | -44.1% |
| 1Y | -33.9% | +93.3% | -127.2% | -37.9% |
| 3Y | +933.3% | +80.7% | +852.6% | +842.3% |
| 5Y | +295.9% | +396.1% | -100.2% | +220.9% |
| All | +528.8% | +450.4% | +78.4% | +384.4% |
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