+47.0%
QCOM vs PBF
+59.0%
-12.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.4% | +2.9% | -3.8% |
| 7D | +0.4% | -13.8% | +14.1% | +1.7% |
| 30D | -6.6% | -19.6% | +13.0% | -4.9% |
| 3M | +3.7% | +10.3% | -6.6% | +1.6% |
| 6M | -13.3% | +63.4% | -76.8% | -20.1% |
| YTD | -1.8% | +152.6% | -154.4% | -18.8% |
| 1Y | -2.5% | +87.4% | -89.9% | -14.4% |
| 3Y | +47.0% | +63.3% | -16.3% | +15.5% |
| All | +47.0% | +59.0% | -12.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling