+504.6%
NOW vs PBF
+299.9%
+204.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.5% |
| 7D | -3.1% | -7.4% | +4.3% | -2.4% |
| 30D | -27.0% | -17.5% | -9.6% | -25.9% |
| 3M | -17.7% | +13.1% | -30.8% | -19.3% |
| 6M | +12.7% | +72.6% | -59.9% | +5.4% |
| YTD | -32.9% | +161.2% | -194.1% | -40.5% |
| 1Y | -40.4% | +93.3% | -133.7% | -45.6% |
| 3Y | -17.1% | +80.7% | -97.8% | -25.9% |
| 5Y | -25.7% | +396.1% | -421.8% | -41.6% |
| 10Y | +504.6% | +252.3% | +252.3% | +383.4% |
| All | +504.6% | +299.9% | +204.7% | +383.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling