+25.9%
CSCO vs PBF
+90.5%
-64.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | +1.9% | +6.5% | -4.5% | +1.5% |
| 30D | -15.8% | -20.0% | +4.2% | -15.0% |
| 3M | -15.4% | -3.3% | -12.1% | -15.5% |
| 6M | -5.4% | +76.8% | -82.2% | -10.4% |
| YTD | +26.5% | +168.9% | -142.5% | +16.7% |
| 1Y | +25.9% | +96.4% | -70.5% | +21.6% |
| All | +25.9% | +90.5% | -64.6% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling