-25.1%
NOW vs PBF
+419.4%
-444.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.3% | +6.5% | -6.2% | -0.3% |
| 30D | -27.0% | -20.0% | -7.0% | -25.7% |
| 3M | -19.6% | -3.3% | -16.3% | -20.0% |
| 6M | +17.5% | +76.8% | -59.3% | +9.2% |
| YTD | -33.3% | +168.9% | -202.2% | -41.3% |
| 1Y | -39.8% | +96.4% | -136.2% | -45.2% |
| 3Y | -19.9% | +77.2% | -97.1% | -29.2% |
| All | -25.1% | +419.4% | -444.5% | -42.0% |
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 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