+108.1%
CSCO vs PBF
+64.9%
+43.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.6% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -10.1% | +22.0% | -32.1% | -11.6% |
| 3M | -15.7% | +74.5% | -90.2% | -19.7% |
| 6M | +36.3% | +67.7% | -31.4% | +29.5% |
| YTD | +43.8% | +179.2% | -135.4% | +31.3% |
| 1Y | +63.9% | +170.0% | -106.1% | +49.0% |
| All | +108.1% | +64.9% | +43.3% | +84.8% |
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