+57.4%
INTC vs PBF
+120.1%
-62.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.7% | +2.9% | -3.6% |
| 7D | -39.0% | -0.9% | -38.1% | -39.0% |
| 30D | -49.8% | -13.7% | -36.1% | -49.6% |
| 3M | -42.2% | +10.6% | -52.8% | -42.3% |
| 6M | -39.2% | +61.2% | -100.3% | -38.6% |
| YTD | +57.9% | +172.7% | -114.8% | +40.2% |
| 1Y | +57.4% | +111.0% | -53.7% | +47.4% |
| All | +57.4% | +120.1% | -62.7% | +47.4% |
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 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