+72.7%
NEM vs PBF
+176.4%
-103.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.9% |
| 7D | +0.3% | +4.3% | -4.0% | +0.6% |
| 30D | +23.1% | +22.0% | +1.1% | +24.7% |
| 3M | +18.5% | +74.5% | -56.0% | +23.5% |
| 6M | +7.8% | +67.7% | -59.9% | +12.3% |
| YTD | +29.1% | +179.2% | -150.1% | +27.0% |
| 1Y | +72.7% | +170.0% | -97.3% | +73.5% |
| All | +72.7% | +176.4% | -103.7% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling