+380.3%
NDAQ vs PBF
+351.3%
+29.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | +1.4% | -2.9% | -1.7% |
| 30D | -1.5% | +15.8% | -17.3% | -2.7% |
| 3M | +8.0% | +90.3% | -82.2% | +2.2% |
| 6M | +7.7% | +102.8% | -95.1% | +0.9% |
| YTD | -2.3% | +187.3% | -189.7% | -11.6% |
| 1Y | +0.6% | +161.8% | -161.3% | -8.8% |
| 3Y | +90.9% | +55.5% | +35.5% | +77.1% |
| 5Y | +52.5% | +801.9% | -749.4% | +16.3% |
| 10Y | +380.3% | +362.2% | +18.0% | +244.0% |
| All | +380.3% | +351.3% | +29.0% | +244.0% |
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