+288.7%
QCOM vs PBF
+303.9%
-15.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +3.3% | +4.3% | -1.0% | +2.8% |
| 30D | +7.7% | +22.0% | -14.3% | +4.7% |
| 3M | -30.1% | +74.5% | -104.6% | -35.8% |
| 6M | +22.8% | +67.7% | -44.8% | +12.1% |
| YTD | +0.2% | +179.2% | -179.0% | -15.6% |
| 1Y | +7.9% | +170.0% | -162.1% | -9.4% |
| 3Y | +55.8% | +66.4% | -10.6% | +35.7% |
| 5Y | +30.1% | +764.5% | -734.4% | -13.4% |
| 10Y | +248.9% | +358.5% | -109.6% | +121.5% |
| All | +288.7% | +303.9% | -15.1% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling