+18.3%
NOW vs PBF
+65.3%
-47.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -2.4% | +4.3% | -6.7% | -2.7% |
| 30D | +20.5% | +22.0% | -1.5% | +18.3% |
| 3M | +18.3% | +74.5% | -56.2% | +11.6% |
| 6M | +24.1% | +67.7% | -43.6% | +16.7% |
| YTD | -7.8% | +179.2% | -187.0% | -17.7% |
| 1Y | -21.4% | +170.0% | -191.4% | -30.3% |
| All | +18.3% | +65.3% | -47.1% | +5.8% |
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