+503.8%
APP vs PBF
+464.2%
+39.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -2.8% |
| 7D | +10.6% | +4.3% | +6.3% | +10.3% |
| 30D | +44.6% | -21.8% | +66.4% | +46.3% |
| 3M | +29.6% | +1.7% | +27.9% | +28.8% |
| 6M | -19.8% | +69.8% | -89.6% | -23.4% |
| YTD | -41.6% | +167.7% | -209.3% | -46.4% |
| 1Y | -32.7% | +89.0% | -121.7% | -36.6% |
| 3Y | +799.0% | +78.8% | +720.2% | +721.1% |
| 5Y | +250.4% | +415.4% | -165.0% | +183.2% |
| All | +503.8% | +464.2% | +39.6% | +364.6% |
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 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