+53.8%
NDAQ vs PBF
+735.5%
-681.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.0% |
| 7D | -2.6% | +2.4% | -4.9% | -2.7% |
| 30D | +0.5% | +24.9% | -24.4% | -0.6% |
| 3M | +9.9% | +81.9% | -72.0% | +6.6% |
| 6M | +8.2% | +79.4% | -71.2% | +4.6% |
| YTD | -1.5% | +188.3% | -189.8% | -7.6% |
| 1Y | +1.3% | +177.3% | -175.9% | -5.2% |
| 3Y | +92.6% | +56.0% | +36.6% | +81.5% |
| 5Y | +53.8% | +804.0% | -750.2% | +38.6% |
| All | +53.8% | +735.5% | -681.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling