+300.2%
NEM vs PBF
+367.4%
-67.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -3.3% | +2.3% | -5.6% | -3.3% |
| 30D | +7.8% | +11.6% | -3.7% | +7.7% |
| 3M | +36.3% | +81.7% | -45.5% | +35.2% |
| 6M | +6.6% | +96.4% | -89.9% | +5.4% |
| YTD | +27.1% | +189.5% | -162.3% | +24.6% |
| 1Y | +62.3% | +180.7% | -118.4% | +59.2% |
| 3Y | +245.1% | +56.6% | +188.4% | +238.4% |
| 5Y | +154.0% | +802.0% | -648.0% | +149.2% |
| All | +300.2% | +367.4% | -67.2% | +266.5% |
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 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