+111.7%
INTC vs PBF
+735.5%
-623.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.8% | +8.7% |
| 7D | +17.4% | +2.4% | +15.0% | +17.1% |
| 30D | +2.8% | +24.9% | -22.1% | -0.1% |
| 3M | -5.3% | +81.9% | -87.1% | -12.2% |
| 6M | +140.6% | +79.4% | +61.2% | +120.1% |
| YTD | +183.1% | +188.3% | -5.2% | +140.9% |
| 1Y | +326.8% | +177.3% | +149.5% | +263.0% |
| 3Y | +179.4% | +56.0% | +123.4% | +141.1% |
| 5Y | +111.7% | +804.0% | -692.3% | +47.1% |
| All | +111.7% | +735.5% | -623.8% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling