-41.8%
NOW vs PBF
+83.1%
-124.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.0% |
| 7D | -1.7% | +4.3% | -5.9% | -1.6% |
| 30D | -27.4% | -21.8% | -5.6% | -27.6% |
| 3M | -19.4% | +1.7% | -21.2% | -19.7% |
| 6M | +13.1% | +69.8% | -56.7% | +9.2% |
| YTD | -34.3% | +167.7% | -202.0% | -33.8% |
| 1Y | -41.8% | +89.0% | -130.7% | -39.7% |
| All | -41.8% | +83.1% | -124.8% | -39.7% |
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