+77.8%
NSC vs PBF
+79.2%
-1.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +1.6% | +4.3% | -2.6% | +1.3% |
| 30D | +4.2% | -21.8% | +26.0% | +6.0% |
| 3M | -0.2% | +1.7% | -2.0% | -0.9% |
| 6M | +7.6% | +69.8% | -62.2% | +1.4% |
| YTD | +17.4% | +167.7% | -150.4% | +3.3% |
| 1Y | +18.3% | +89.0% | -70.7% | +8.7% |
| All | +77.8% | +79.2% | -1.4% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling