+1,581.0%
NOW vs PBF
+265.5%
+1,315.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -3.0% | -13.8% | +10.8% | -1.4% |
| 30D | -26.0% | -19.6% | -6.4% | -24.5% |
| 3M | -13.1% | +10.3% | -23.4% | -14.9% |
| 6M | +14.5% | +63.4% | -48.9% | +6.5% |
| YTD | -33.4% | +152.6% | -186.1% | -41.9% |
| 1Y | -40.6% | +87.4% | -128.0% | -46.5% |
| 3Y | -16.3% | +63.3% | -79.6% | -25.7% |
| 5Y | -26.3% | +412.5% | -438.8% | -45.2% |
| 10Y | +512.7% | +282.5% | +230.2% | +303.5% |
| All | +1,581.0% | +265.5% | +1,315.6% | +795.0% |
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