-11.2%
NXPI vs PBF
+69.8%
-81.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +2.8% |
| 7D | +1.7% | -4.0% | +5.7% | +1.8% |
| 30D | +19.7% | -18.0% | +37.7% | +19.9% |
| 3M | +14.5% | +0.9% | +13.6% | +14.7% |
| 6M | -11.2% | +65.7% | -76.9% | -7.0% |
| All | -11.2% | +69.8% | -81.0% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling