+3.4%
NU vs PBF
+176.4%
-173.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | +7.5% | +4.3% | +3.2% | +7.6% |
| 30D | +6.1% | +22.0% | -15.8% | +6.7% |
| 3M | +26.8% | +74.5% | -47.7% | +29.7% |
| 6M | +2.5% | +67.7% | -65.2% | +4.4% |
| YTD | -8.2% | +179.2% | -187.4% | -11.9% |
| 1Y | +3.4% | +170.0% | -166.6% | -0.2% |
| All | +3.4% | +176.4% | -173.0% | -0.2% |
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