+3.2%
QCOM vs PBF
+82.1%
-78.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +0.9% |
| 7D | +5.5% | -15.3% | +20.8% | +4.4% |
| 30D | -1.1% | -21.8% | +20.7% | -2.5% |
| 3M | +7.6% | -0.2% | +7.8% | +7.9% |
| 6M | -20.1% | +63.6% | -83.7% | -17.4% |
| YTD | +3.0% | +147.5% | -144.5% | +3.0% |
| 1Y | +3.2% | +69.8% | -66.6% | +10.9% |
| All | +3.2% | +82.1% | -78.9% | +10.9% |
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 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