+129.9%
NOK vs PBF
+180.3%
-50.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +8.7% | +2.3% | +6.4% | +8.6% |
| 30D | +12.5% | +11.6% | +0.9% | +11.7% |
| 3M | -20.7% | +81.7% | -102.5% | -23.0% |
| 6M | +36.2% | +96.4% | -60.3% | +30.7% |
| YTD | +64.1% | +189.5% | -125.3% | +51.7% |
| All | +129.9% | +180.3% | -50.5% | +116.3% |
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