+329.1%
NSC vs PBF
+345.4%
-16.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -5.5% | +4.3% | -9.8% | -6.1% |
| 30D | -3.2% | +22.0% | -25.2% | -6.0% |
| 3M | +7.7% | +74.5% | -66.8% | -1.0% |
| 6M | +4.5% | +67.7% | -63.2% | -4.4% |
| YTD | +15.6% | +179.2% | -163.6% | -2.3% |
| 1Y | +19.8% | +170.0% | -150.2% | +0.9% |
| 3Y | +70.1% | +66.4% | +3.7% | +48.6% |
| 5Y | +46.1% | +764.5% | -718.4% | -6.4% |
| All | +329.1% | +345.4% | -16.3% | +166.0% |
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 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