+475.8%
NDAQ vs PBF
+231.7%
+244.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.8% |
| 7D | +2.9% | -15.3% | +18.1% | +4.1% |
| 30D | +17.5% | -21.8% | +39.3% | +19.4% |
| 3M | +15.4% | -0.2% | +15.7% | +14.9% |
| 6M | +24.6% | +63.6% | -39.0% | +18.6% |
| YTD | +14.4% | +147.5% | -133.1% | +4.3% |
| 1Y | +26.9% | +69.8% | -42.9% | +19.3% |
| 3Y | +119.8% | +65.3% | +54.5% | +101.8% |
| 5Y | +70.5% | +393.4% | -322.9% | +37.4% |
| 10Y | +475.8% | +240.3% | +235.5% | +320.9% |
| All | +475.8% | +231.7% | +244.1% | +320.9% |
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 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