+140.9%
NOK vs PBF
+184.8%
-43.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.7% |
| 7D | +11.0% | +5.3% | +5.6% | +10.6% |
| 30D | +7.8% | +11.7% | -3.9% | +7.1% |
| 3M | -21.0% | +91.1% | -112.1% | -23.4% |
| 6M | +40.9% | +88.4% | -47.5% | +35.8% |
| YTD | +72.0% | +194.1% | -122.0% | +58.8% |
| 1Y | +140.9% | +180.4% | -39.5% | +126.5% |
| All | +140.9% | +184.8% | -43.9% | +126.5% |
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 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