+98.0%
NI vs PBF
+785.3%
-687.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -0.6% | +2.3% | -2.9% | -0.6% |
| 30D | -1.4% | +11.6% | -13.0% | -1.7% |
| 3M | -10.6% | +81.7% | -92.3% | -12.3% |
| 6M | -9.9% | +96.4% | -106.3% | -12.1% |
| YTD | +1.2% | +189.5% | -188.3% | -3.0% |
| 1Y | +4.4% | +180.7% | -176.3% | 0.0% |
| 3Y | +68.6% | +56.6% | +12.0% | +64.5% |
| 5Y | +98.0% | +802.0% | -704.0% | +79.5% |
| All | +98.0% | +785.3% | -687.3% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling