+309.6%
NSC vs PBF
+276.6%
+33.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | -6.6% | -13.8% | +7.1% | -4.8% |
| 30D | +2.2% | -19.6% | +21.8% | +4.8% |
| 3M | -6.2% | +10.3% | -16.5% | -8.1% |
| 6M | +1.7% | +63.4% | -61.8% | -6.4% |
| YTD | +12.2% | +152.6% | -140.4% | -4.4% |
| 1Y | +15.4% | +87.4% | -71.9% | +2.3% |
| 3Y | +73.3% | +63.3% | +10.1% | +51.0% |
| 5Y | +24.7% | +412.5% | -387.8% | -13.3% |
| All | +309.6% | +276.6% | +33.0% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling