+184.5%
NOK vs PBF
+55.5%
+129.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +9.3% | +1.4% | +8.0% | +9.2% |
| 30D | +17.9% | +15.8% | +2.0% | +16.2% |
| 3M | -22.3% | +90.3% | -112.6% | -26.7% |
| 6M | +36.4% | +102.8% | -66.4% | +27.0% |
| YTD | +66.3% | +187.3% | -121.0% | +48.6% |
| 1Y | +134.4% | +161.8% | -27.4% | +110.8% |
| All | +184.5% | +55.5% | +129.0% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling