+230.9%
QCOM vs PBF
+299.9%
-69.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.2% |
| 7D | +5.8% | -7.4% | +13.2% | +6.8% |
| 30D | -2.3% | -17.5% | +15.2% | -0.1% |
| 3M | +2.7% | +13.1% | -10.4% | +0.1% |
| 6M | -21.0% | +72.6% | -93.7% | -28.2% |
| YTD | +1.8% | +161.2% | -159.4% | -14.5% |
| 1Y | +2.4% | +93.3% | -90.9% | -10.2% |
| 3Y | +52.1% | +80.7% | -28.5% | +29.6% |
| 5Y | +14.6% | +396.1% | -381.4% | -18.7% |
| 10Y | +230.9% | +252.3% | -21.4% | +124.9% |
| All | +230.9% | +299.9% | -69.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling