+500.0%
APP vs PBF
+432.4%
+67.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.0% | -7.4% | +51.3% | +44.2% |
| 7D | +71.2% | -13.8% | +85.0% | +72.1% |
| 30D | +39.1% | -19.6% | +58.7% | +40.2% |
| 3M | +16.5% | +10.3% | +6.3% | +14.9% |
| 6M | -16.6% | +63.4% | -80.0% | -20.3% |
| YTD | -41.9% | +152.6% | -194.6% | -46.6% |
| 1Y | -37.0% | +87.4% | -124.4% | -40.9% |
| 3Y | +892.4% | +63.3% | +829.2% | +810.4% |
| 5Y | +297.3% | +412.5% | -115.2% | +220.3% |
| All | +500.0% | +432.4% | +67.6% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling