+322.4%
NET vs PBF
+71.7%
+250.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -1.8% |
| 7D | -16.4% | -0.9% | -15.5% | -16.3% |
| 30D | -25.8% | -13.7% | -12.1% | -24.7% |
| 3M | -11.5% | +10.6% | -22.2% | -13.5% |
| 6M | +18.9% | +61.2% | -42.3% | +10.2% |
| YTD | +35.2% | +172.7% | -137.5% | +14.8% |
| 1Y | +14.5% | +111.0% | -96.6% | +1.2% |
| All | +322.4% | +71.7% | +250.8% | +250.2% |
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 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