+102.8%
NOK vs PBF
+785.3%
-682.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +8.7% | +2.3% | +6.4% | +8.5% |
| 30D | +12.5% | +11.6% | +0.9% | +11.3% |
| 3M | -20.7% | +81.7% | -102.5% | -24.9% |
| 6M | +36.2% | +96.4% | -60.3% | +27.3% |
| YTD | +64.1% | +189.5% | -125.3% | +47.4% |
| 1Y | +132.4% | +180.7% | -48.4% | +108.5% |
| 3Y | +182.9% | +56.6% | +126.2% | +161.2% |
| 5Y | +102.8% | +802.0% | -699.2% | +61.1% |
| All | +102.8% | +785.3% | -682.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling