+553.8%
INTC vs PBF
+303.9%
+249.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.7% |
| 7D | +7.1% | +4.3% | +2.8% | +6.4% |
| 30D | -5.2% | +22.0% | -27.2% | -8.0% |
| 3M | -14.3% | +74.5% | -88.8% | -21.3% |
| 6M | +110.2% | +67.7% | +42.5% | +91.6% |
| YTD | +159.6% | +179.2% | -19.6% | +118.8% |
| 1Y | +289.3% | +170.0% | +119.3% | +227.6% |
| 3Y | +166.1% | +66.4% | +99.7% | +132.0% |
| 5Y | +94.4% | +764.5% | -670.1% | +26.7% |
| 10Y | +227.7% | +358.5% | -130.8% | +101.2% |
| All | +553.8% | +303.9% | +249.9% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling