+19.8%
NSC vs PBF
+176.4%
-156.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -5.5% | +4.3% | -9.8% | -5.5% |
| 30D | -3.2% | +22.0% | -25.2% | -3.3% |
| 3M | +7.7% | +74.5% | -66.8% | +6.9% |
| 6M | +4.5% | +67.7% | -63.2% | +3.7% |
| YTD | +15.6% | +179.2% | -163.6% | +12.3% |
| 1Y | +19.8% | +170.0% | -150.2% | +17.4% |
| All | +19.8% | +176.4% | -156.5% | +17.4% |
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