+1,380.4%
NDAQ vs PBF
+303.9%
+1,076.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | -2.4% | +4.3% | -6.7% | -2.8% |
| 30D | +2.5% | +22.0% | -19.5% | +0.7% |
| 3M | +9.9% | +74.5% | -64.6% | +4.4% |
| 6M | +9.4% | +67.7% | -58.2% | +3.7% |
| YTD | +0.4% | +179.2% | -178.8% | -9.3% |
| 1Y | +4.0% | +170.0% | -166.0% | -6.3% |
| 3Y | +94.4% | +66.4% | +28.0% | +78.6% |
| 5Y | +56.7% | +764.5% | -707.8% | +18.7% |
| 10Y | +375.3% | +358.5% | +16.8% | +232.3% |
| All | +1,380.4% | +303.9% | +1,076.6% | +945.7% |
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 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