+103.1%
NI vs PBF
+80.0%
+23.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +4.3% | +6.5% | -2.2% | +4.3% |
| 30D | +12.4% | -20.0% | +32.4% | +12.3% |
| 3M | +10.2% | -3.3% | +13.5% | +10.2% |
| 6M | -0.8% | +76.8% | -77.6% | -0.7% |
| YTD | +13.2% | +168.9% | -155.7% | +12.5% |
| 1Y | +10.1% | +96.4% | -86.3% | +9.9% |
| 3Y | +103.1% | +77.2% | +25.9% | +101.6% |
| All | +103.1% | +80.0% | +23.1% | +101.6% |
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