+95.4%
NDAQ vs PBF
+64.9%
+30.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.8% |
| 7D | -2.4% | +4.3% | -6.7% | -2.6% |
| 30D | +2.5% | +22.0% | -19.5% | +1.7% |
| 3M | +9.9% | +74.5% | -64.6% | +7.3% |
| 6M | +9.4% | +67.7% | -58.2% | +6.7% |
| YTD | +0.4% | +179.2% | -178.8% | -5.3% |
| 1Y | +4.0% | +170.0% | -166.0% | -2.4% |
| All | +95.4% | +64.9% | +30.6% | +77.7% |
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