+242.6%
QCOM vs PBF
+260.7%
-18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +4.3% | +6.5% | -2.2% | +3.4% |
| 30D | -0.1% | -20.0% | +19.9% | +2.6% |
| 3M | +5.2% | -3.3% | +8.6% | +4.8% |
| 6M | -18.4% | +76.8% | -95.2% | -26.0% |
| YTD | +2.4% | +168.9% | -166.5% | -14.4% |
| 1Y | +0.9% | +96.4% | -95.5% | -11.7% |
| 3Y | +48.4% | +77.2% | -28.8% | +26.7% |
| 5Y | +16.6% | +417.7% | -401.2% | -17.9% |
| All | +242.6% | +260.7% | -18.1% | +132.3% |
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