+32.3%
NSC vs PBF
+419.4%
-387.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +2.5% | +6.5% | -4.0% | +1.9% |
| 30D | +1.7% | -20.0% | +21.7% | +3.6% |
| 3M | -2.6% | -3.3% | +0.8% | -2.8% |
| 6M | +6.4% | +76.8% | -70.4% | -0.5% |
| YTD | +15.5% | +168.9% | -153.5% | +1.8% |
| 1Y | +17.6% | +96.4% | -78.8% | +7.3% |
| 3Y | +75.0% | +77.2% | -2.2% | +54.8% |
| All | +32.3% | +419.4% | -387.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling