+1,129.5%
NXPI vs PBF
+278.8%
+850.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +2.1% |
| 7D | +1.7% | -4.0% | +5.7% | +2.4% |
| 30D | +19.7% | -18.0% | +37.7% | +23.4% |
| 3M | +14.5% | +0.9% | +13.6% | +13.4% |
| 6M | -11.2% | +65.7% | -76.9% | -20.2% |
| YTD | +25.8% | +161.9% | -136.1% | +1.9% |
| 1Y | +35.2% | +77.8% | -42.6% | +17.2% |
| 3Y | +52.3% | +74.9% | -22.6% | +26.4% |
| 5Y | +34.8% | +423.4% | -388.5% | -13.8% |
| 10Y | +214.4% | +255.2% | -40.8% | +76.0% |
| All | +1,129.5% | +278.8% | +850.7% | +521.5% |
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