+730.8%
CSCO vs PBF
+303.9%
+426.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -0.7% | +4.3% | -5.0% | -1.1% |
| 30D | -10.1% | +22.0% | -32.1% | -12.3% |
| 3M | -15.7% | +74.5% | -90.2% | -21.4% |
| 6M | +36.3% | +67.7% | -31.4% | +26.9% |
| YTD | +43.8% | +179.2% | -135.4% | +25.9% |
| 1Y | +63.9% | +170.0% | -106.1% | +43.0% |
| 3Y | +104.4% | +66.4% | +38.0% | +83.2% |
| 5Y | +111.4% | +764.5% | -653.1% | +47.0% |
| 10Y | +361.7% | +358.5% | +3.2% | +201.8% |
| All | +730.8% | +303.9% | +426.9% | +433.3% |
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