+211.4%
NXPI vs PBF
+351.3%
-139.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.3% | +1.4% | -3.6% | -2.5% |
| 30D | -4.3% | +15.8% | -20.2% | -6.8% |
| 3M | -24.7% | +90.3% | -114.9% | -33.0% |
| 6M | +9.7% | +102.8% | -93.1% | -4.4% |
| YTD | +3.8% | +187.3% | -183.6% | -15.9% |
| 1Y | +1.6% | +161.8% | -160.2% | -17.0% |
| 3Y | +16.0% | +55.5% | -39.4% | -0.6% |
| 5Y | +16.1% | +801.9% | -785.8% | -31.2% |
| 10Y | +211.4% | +362.2% | -150.9% | +100.4% |
| All | +211.4% | +351.3% | -139.9% | +100.4% |
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 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