+289.3%
INTC vs PBF
+176.4%
+112.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +7.1% | +4.3% | +2.8% | +6.8% |
| 30D | -5.2% | +22.0% | -27.2% | -6.0% |
| 3M | -14.3% | +74.5% | -88.8% | -15.3% |
| 6M | +110.2% | +67.7% | +42.5% | +105.4% |
| YTD | +159.6% | +179.2% | -19.6% | +130.0% |
| 1Y | +289.3% | +170.0% | +119.3% | +244.3% |
| All | +289.3% | +176.4% | +112.9% | +244.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling