-0.8%
NI vs PBF
+69.5%
-70.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +4.3% | +6.5% | -2.2% | +4.4% |
| 30D | +12.4% | -20.0% | +32.4% | +11.9% |
| 3M | +10.2% | -3.3% | +13.5% | +10.1% |
| 6M | -0.8% | +76.8% | -77.6% | +3.7% |
| All | -0.8% | +69.5% | -70.3% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling