+649.6%
CSCO vs PBF
+258.1%
+391.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.1% |
| 7D | -4.7% | -15.3% | +10.6% | -2.9% |
| 30D | -17.1% | -21.8% | +4.7% | -15.0% |
| 3M | -19.6% | -0.2% | -19.4% | -20.1% |
| 6M | +2.4% | +63.6% | -61.2% | -4.3% |
| YTD | +29.8% | +147.5% | -117.7% | +14.6% |
| 1Y | +38.7% | +69.8% | -31.2% | +27.6% |
| 3Y | +101.3% | +65.3% | +36.1% | +80.0% |
| 5Y | +94.8% | +393.4% | -298.6% | +45.9% |
| 10Y | +324.2% | +240.3% | +83.9% | +186.7% |
| All | +649.6% | +258.1% | +391.6% | +385.7% |
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 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