+934.8%
NXPI vs PBF
+303.9%
+630.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +1.9% | +4.3% | -2.4% | +1.2% |
| 30D | -1.4% | +22.0% | -23.4% | -5.0% |
| 3M | -29.1% | +74.5% | -103.6% | -36.3% |
| 6M | +6.2% | +67.7% | -61.5% | -5.2% |
| YTD | +5.9% | +179.2% | -173.3% | -14.6% |
| 1Y | +2.9% | +170.0% | -167.1% | -17.4% |
| 3Y | +14.5% | +66.4% | -51.9% | -3.7% |
| 5Y | +17.1% | +764.5% | -747.4% | -32.1% |
| 10Y | +193.4% | +358.5% | -165.2% | +55.3% |
| All | +934.8% | +303.9% | +630.9% | +420.4% |
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 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