+2.3%
QCOM vs PBF
+120.1%
-117.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.7% | +12.0% | +4.8% |
| 7D | -5.3% | -0.9% | -4.4% | -5.4% |
| 30D | -4.2% | -13.7% | +9.5% | -5.0% |
| 3M | +7.0% | +10.6% | -3.6% | +8.2% |
| 6M | +3.8% | +61.2% | -57.4% | +7.8% |
| YTD | +2.8% | +172.7% | -169.9% | +4.8% |
| 1Y | +2.3% | +111.0% | -108.7% | +6.4% |
| All | +2.3% | +120.1% | -117.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling