+616.8%
CSCO vs PBF
+265.5%
+351.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -10.2% | -13.8% | +3.6% | -8.7% |
| 30D | -20.1% | -19.6% | -0.4% | -18.3% |
| 3M | -22.1% | +10.3% | -32.3% | -23.4% |
| 6M | +3.2% | +63.4% | -60.3% | -3.5% |
| YTD | +24.1% | +152.6% | -128.5% | +9.4% |
| 1Y | +34.6% | +87.4% | -52.8% | +22.4% |
| 3Y | +90.0% | +63.3% | +26.7% | +70.1% |
| 5Y | +88.6% | +412.5% | -323.9% | +40.5% |
| 10Y | +316.5% | +282.5% | +34.0% | +177.5% |
| All | +616.8% | +265.5% | +351.3% | +363.4% |
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