+246.1%
NEM vs PBF
+289.1%
-43.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -6.4% | +6.5% | -12.9% | -6.6% |
| 30D | +1.4% | -20.0% | +21.4% | +1.9% |
| 3M | -0.7% | -3.3% | +2.6% | -0.8% |
| 6M | -4.5% | +76.8% | -81.3% | -6.2% |
| YTD | +14.0% | +168.9% | -154.9% | +9.9% |
| 1Y | +27.3% | +96.4% | -69.1% | +24.0% |
| 3Y | +250.5% | +77.2% | +173.3% | +238.8% |
| 5Y | +121.1% | +417.7% | -296.7% | +107.4% |
| 10Y | +358.3% | +264.7% | +93.6% | +318.8% |
| All | +246.1% | +289.1% | -43.0% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling