-5.5%
NEM vs PBF
+67.5%
-73.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.2% | -4.6% |
| 7D | -5.9% | +4.3% | -10.2% | -5.3% |
| 30D | -2.6% | -21.8% | +19.3% | -5.2% |
| 3M | -4.2% | +1.7% | -5.9% | -3.3% |
| 6M | -5.5% | +69.8% | -75.3% | +8.8% |
| All | -5.5% | +67.5% | -73.0% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling