+118.0%
NOK vs PBF
+176.4%
-58.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | -1.8% | +4.3% | -6.1% | -2.0% |
| 30D | +4.7% | +22.0% | -17.3% | +3.4% |
| 3M | -39.7% | +74.5% | -114.2% | -41.2% |
| 6M | +23.1% | +67.7% | -44.6% | +19.6% |
| YTD | +55.0% | +179.2% | -124.2% | +43.7% |
| 1Y | +118.0% | +170.0% | -52.0% | +104.8% |
| All | +118.0% | +176.4% | -58.3% | +104.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling