+119.7%
NDAQ vs PBF
+74.2%
+45.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.2% |
| 7D | -0.1% | -7.4% | +7.3% | 0.0% |
| 30D | +15.9% | -17.5% | +33.3% | +16.3% |
| 3M | +15.1% | +13.1% | +2.0% | +14.3% |
| 6M | +22.9% | +72.6% | -49.8% | +19.7% |
| YTD | +12.8% | +161.2% | -148.4% | +6.5% |
| 1Y | +26.0% | +93.3% | -67.3% | +21.5% |
| 3Y | +119.7% | +80.7% | +39.0% | +97.1% |
| All | +119.7% | +74.2% | +45.5% | +97.1% |
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 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