+333.0%
APP vs PBF
+772.7%
-439.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.9% | +4.3% | -3.4% | +0.6% |
| 30D | -23.3% | +22.0% | -45.3% | -24.3% |
| 3M | -42.6% | +74.5% | -117.1% | -45.0% |
| 6M | -33.6% | +67.7% | -101.3% | -36.5% |
| YTD | -52.4% | +179.2% | -231.6% | -56.2% |
| 1Y | -35.9% | +170.0% | -205.9% | -41.1% |
| 3Y | +642.2% | +66.4% | +575.8% | +583.2% |
| All | +333.0% | +772.7% | -439.7% | +224.6% |
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 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