+342.1%
NEM vs PBF
+259.1%
+83.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.2% | -4.9% |
| 7D | -5.9% | +4.3% | -10.2% | -5.9% |
| 30D | -2.6% | -21.8% | +19.3% | -2.4% |
| 3M | -4.2% | +1.7% | -5.9% | -4.3% |
| 6M | -5.5% | +69.8% | -75.3% | -6.0% |
| YTD | +13.5% | +167.7% | -154.2% | +11.7% |
| 1Y | +22.2% | +89.0% | -66.8% | +20.9% |
| 3Y | +249.0% | +78.8% | +170.2% | +242.8% |
| 5Y | +120.1% | +415.4% | -295.3% | +117.2% |
| All | +342.1% | +259.1% | +83.0% | +327.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling