+263.7%
QCOM vs PBF
+354.3%
-90.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.7% |
| 7D | +5.1% | +2.4% | +2.7% | +4.7% |
| 30D | +4.3% | +24.9% | -20.6% | +1.0% |
| 3M | -19.6% | +81.9% | -101.5% | -26.7% |
| 6M | +29.5% | +79.4% | -49.9% | +17.0% |
| YTD | +3.4% | +188.3% | -184.9% | -13.5% |
| 1Y | +10.9% | +177.3% | -166.3% | -7.4% |
| 3Y | +74.8% | +56.0% | +18.8% | +53.2% |
| 5Y | +36.2% | +804.0% | -767.8% | -10.6% |
| 10Y | +263.7% | +334.1% | -70.4% | +146.6% |
| All | +263.7% | +354.3% | -90.5% | +146.6% |
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