+250.5%
NEM vs PBF
+55.5%
+195.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +3.1% | +1.4% | +1.7% | +3.0% |
| 30D | +10.0% | +15.8% | -5.9% | +9.5% |
| 3M | +30.9% | +90.3% | -59.4% | +27.8% |
| 6M | +10.5% | +102.8% | -92.3% | +6.2% |
| YTD | +29.7% | +187.3% | -157.6% | +19.5% |
| 1Y | +71.1% | +161.8% | -90.7% | +58.8% |
| All | +250.5% | +55.5% | +195.0% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling