+51.1%
NEM vs PBF
+120.1%
-69.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.7% | +16.6% | +9.1% |
| 7D | +3.7% | -0.9% | +4.6% | +3.6% |
| 30D | +2.0% | -13.7% | +15.7% | +0.7% |
| 3M | +21.1% | +10.6% | +10.5% | +23.1% |
| 6M | +9.5% | +61.2% | -51.7% | +17.8% |
| YTD | +19.1% | +172.7% | -153.7% | +24.0% |
| 1Y | +51.1% | +111.0% | -59.9% | +67.9% |
| All | +51.1% | +120.1% | -69.0% | +67.9% |
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