+877.5%
APP vs PBF
+75.3%
+802.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +2.3% |
| 7D | +48.9% | -4.0% | +52.9% | +49.0% |
| 30D | +49.4% | -18.0% | +67.4% | +50.0% |
| 3M | +27.0% | +0.9% | +26.1% | +26.4% |
| 6M | -15.4% | +65.7% | -81.1% | -18.4% |
| YTD | -39.9% | +161.9% | -201.8% | -44.1% |
| 1Y | -32.0% | +77.8% | -109.8% | -34.9% |
| All | +877.5% | +75.3% | +802.2% | +725.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling