+1,563.6%
NDAQ vs PBF
+277.8%
+1,285.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.0% |
| 7D | -0.1% | -7.4% | +7.3% | +0.4% |
| 30D | +15.9% | -17.5% | +33.3% | +17.4% |
| 3M | +15.1% | +13.1% | +2.0% | +13.4% |
| 6M | +22.9% | +72.6% | -49.8% | +16.3% |
| YTD | +12.8% | +161.2% | -148.4% | +2.0% |
| 1Y | +26.0% | +93.3% | -67.3% | +16.8% |
| 3Y | +119.7% | +80.7% | +39.0% | +99.6% |
| 5Y | +65.4% | +396.1% | -330.7% | +32.4% |
| 10Y | +469.3% | +252.3% | +217.0% | +308.4% |
| All | +1,563.6% | +277.8% | +1,285.7% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling