+1,381.0%
NET vs PBF
+221.2%
+1,159.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -2.2% |
| 7D | -16.4% | -0.9% | -15.5% | -16.3% |
| 30D | -25.8% | -13.7% | -12.1% | -25.3% |
| 3M | -11.5% | +10.6% | -22.2% | -12.4% |
| 6M | +18.9% | +61.2% | -42.3% | +15.0% |
| YTD | +35.2% | +172.7% | -137.5% | +26.2% |
| 1Y | +14.5% | +111.0% | -96.6% | +8.4% |
| 3Y | +313.8% | +73.6% | +240.3% | +286.8% |
| 5Y | +32.6% | +479.7% | -447.1% | +20.6% |
| All | +1,381.0% | +221.2% | +1,159.8% | +1,533.2% |
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