+17.7%
NXPI vs PBF
+735.5%
-717.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.2% |
| 7D | +0.7% | +2.4% | -1.7% | +0.3% |
| 30D | -6.6% | +24.9% | -31.5% | -9.6% |
| 3M | -25.4% | +81.9% | -107.3% | -31.9% |
| 6M | +11.9% | +79.4% | -67.4% | +1.3% |
| YTD | +4.0% | +188.3% | -184.3% | -13.4% |
| 1Y | +1.0% | +177.3% | -176.2% | -16.2% |
| 3Y | +16.3% | +56.0% | -39.7% | -1.6% |
| 5Y | +17.7% | +804.0% | -786.3% | -24.6% |
| All | +17.7% | +735.5% | -717.8% | -24.6% |
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