+117.4%
INTC vs PBF
+257.4%
-140.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.3% |
| 7D | +17.1% | +3.8% | +13.3% | +16.5% |
| 30D | -40.5% | -22.2% | -18.3% | -38.5% |
| 3M | -39.4% | +1.3% | -40.6% | -39.9% |
| 6M | -49.3% | +69.0% | -118.3% | -53.6% |
| YTD | +65.9% | +166.5% | -100.6% | +39.4% |
| 1Y | +61.5% | +88.1% | -26.6% | +42.8% |
| 3Y | +59.6% | +77.9% | -18.3% | +36.8% |
| 5Y | +31.2% | +413.0% | -381.9% | -8.4% |
| All | +117.4% | +257.4% | -140.0% | +43.3% |
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 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