+366.8%
CSCO vs PBF
+354.3%
+12.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -10.1% | +24.9% | -35.0% | -12.5% |
| 3M | -11.7% | +81.9% | -93.6% | -18.0% |
| 6M | +40.1% | +79.4% | -39.3% | +29.5% |
| YTD | +43.8% | +188.3% | -144.5% | +25.4% |
| 1Y | +66.6% | +177.3% | -110.6% | +44.9% |
| 3Y | +108.5% | +56.0% | +52.5% | +88.4% |
| 5Y | +114.0% | +804.0% | -690.1% | +47.5% |
| 10Y | +366.8% | +334.1% | +32.7% | +214.5% |
| All | +366.8% | +354.3% | +12.5% | +214.5% |
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 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