+274.5%
NOK vs PBF
+303.9%
-29.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.9% |
| 7D | -1.8% | +4.3% | -6.1% | -2.5% |
| 30D | +4.7% | +22.0% | -17.3% | +1.1% |
| 3M | -39.7% | +74.5% | -114.2% | -45.4% |
| 6M | +23.1% | +67.7% | -44.6% | +10.7% |
| YTD | +55.0% | +179.2% | -124.2% | +27.1% |
| 1Y | +118.0% | +170.0% | -52.0% | +78.2% |
| 3Y | +170.5% | +66.4% | +104.1% | +130.9% |
| 5Y | +84.9% | +764.5% | -679.6% | +6.6% |
| 10Y | +112.0% | +358.5% | -246.5% | +13.0% |
| All | +274.5% | +303.9% | -29.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling