+90.0%
CSCO vs PBF
+59.0%
+31.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -10.2% | -13.8% | +3.6% | -9.3% |
| 30D | -20.1% | -19.6% | -0.4% | -18.9% |
| 3M | -22.1% | +10.3% | -32.3% | -23.0% |
| 6M | +3.2% | +63.4% | -60.3% | -1.7% |
| YTD | +24.1% | +152.6% | -128.5% | +13.5% |
| 1Y | +34.6% | +87.4% | -52.8% | +25.9% |
| 3Y | +90.0% | +63.3% | +26.7% | +69.7% |
| All | +90.0% | +59.0% | +31.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling