+34.7%
NXPI vs PBF
+419.4%
-384.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +6.8% | +6.5% | +0.3% | +5.8% |
| 30D | +20.0% | -20.0% | +40.0% | +23.3% |
| 3M | +14.8% | -3.3% | +18.2% | +14.6% |
| 6M | -10.5% | +76.8% | -87.3% | -18.4% |
| YTD | +23.7% | +168.9% | -145.2% | +3.4% |
| 1Y | +34.1% | +96.4% | -62.3% | +17.9% |
| 3Y | +51.2% | +77.2% | -26.0% | +25.0% |
| All | +34.7% | +419.4% | -384.7% | -4.2% |
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