+140.2%
NI vs PBF
+374.8%
-234.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | +5.3% | -5.3% | -0.3% |
| 30D | -1.4% | +11.7% | -13.1% | -2.1% |
| 3M | -10.6% | +91.1% | -101.7% | -14.3% |
| 6M | -9.3% | +88.4% | -97.8% | -13.3% |
| YTD | +1.1% | +194.1% | -192.9% | -6.4% |
| 1Y | +3.4% | +180.4% | -177.0% | -4.4% |
| 3Y | +67.9% | +59.3% | +8.6% | +58.9% |
| 5Y | +98.0% | +816.3% | -718.3% | +60.1% |
| All | +140.2% | +374.8% | -234.6% | +82.8% |
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 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