+250.4%
APP vs PBF
+438.8%
-188.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.8% |
| 7D | +10.6% | +3.8% | +6.8% | +10.4% |
| 30D | +44.6% | -22.2% | +66.8% | +46.0% |
| 3M | +29.6% | +1.3% | +28.3% | +28.9% |
| 6M | -19.8% | +69.0% | -88.8% | -23.0% |
| YTD | -41.6% | +166.5% | -208.1% | -45.9% |
| 1Y | -32.7% | +88.1% | -120.8% | -36.2% |
| 3Y | +799.0% | +77.9% | +721.1% | +722.5% |
| 5Y | +250.4% | +413.0% | -162.6% | +180.3% |
| All | +250.4% | +438.8% | -188.4% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling