+179.4%
INTC vs PBF
+62.4%
+117.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.8% | +8.6% |
| 7D | +17.4% | +2.4% | +15.0% | +17.0% |
| 30D | +2.8% | +24.9% | -22.1% | -0.6% |
| 3M | -5.3% | +81.9% | -87.1% | -13.5% |
| 6M | +140.6% | +79.4% | +61.2% | +115.7% |
| YTD | +183.1% | +188.3% | -5.2% | +128.6% |
| 1Y | +326.8% | +177.3% | +149.5% | +243.8% |
| 3Y | +179.4% | +56.0% | +123.4% | +115.4% |
| All | +179.4% | +62.4% | +117.1% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling