+1,559.4%
NOW vs PBF
+287.3%
+1,272.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.3% |
| 7D | -1.7% | +4.3% | -5.9% | -2.1% |
| 30D | -27.4% | -21.8% | -5.6% | -25.6% |
| 3M | -19.4% | +1.7% | -21.2% | -20.3% |
| 6M | +13.1% | +69.8% | -56.7% | +4.8% |
| YTD | -34.3% | +167.7% | -202.0% | -43.1% |
| 1Y | -41.8% | +89.0% | -130.7% | -47.5% |
| 3Y | -20.7% | +78.8% | -99.5% | -30.3% |
| 5Y | -27.2% | +415.4% | -442.6% | -45.9% |
| 10Y | +509.1% | +263.1% | +246.0% | +309.5% |
| All | +1,559.4% | +287.3% | +1,272.1% | +777.8% |
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 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