+263.4%
INTC vs PBF
+364.0%
-100.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +18.0% | +1.4% | +16.6% | +17.8% |
| 30D | +8.9% | +15.8% | -6.9% | +6.6% |
| 3M | -1.6% | +90.3% | -91.8% | -10.7% |
| 6M | +133.1% | +102.8% | +30.3% | +106.9% |
| YTD | +187.9% | +187.3% | +0.6% | +141.2% |
| 1Y | +334.7% | +161.8% | +172.9% | +267.0% |
| 3Y | +184.2% | +55.5% | +128.7% | +149.6% |
| 5Y | +116.0% | +801.9% | -685.9% | +39.0% |
| All | +263.4% | +364.0% | -100.6% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling