+52.4%
QCOM vs PBF
+79.2%
-26.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +13.0% | +4.3% | +8.7% | +12.5% |
| 30D | +0.2% | -21.8% | +22.0% | +2.4% |
| 3M | +9.2% | +1.7% | +7.5% | +8.2% |
| 6M | -15.0% | +69.8% | -84.8% | -21.8% |
| YTD | +5.2% | +167.7% | -162.6% | -13.5% |
| 1Y | +2.4% | +89.0% | -86.6% | -9.5% |
| All | +52.4% | +79.2% | -26.8% | +18.6% |
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 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