+41.5%
NU vs PBF
+594.8%
-553.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.9% |
| 7D | -4.9% | +5.3% | -10.2% | -5.5% |
| 30D | +7.8% | +11.7% | -3.9% | +6.1% |
| 3M | +20.9% | +91.1% | -70.2% | +10.1% |
| 6M | +0.9% | +88.4% | -87.5% | -9.3% |
| YTD | -12.7% | +194.1% | -206.7% | -28.1% |
| 1Y | -6.4% | +180.4% | -186.8% | -23.0% |
| 3Y | +98.1% | +59.3% | +38.8% | +71.7% |
| All | +41.5% | +594.8% | -553.3% | -31.4% |
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