+103.3%
NU vs PBF
+55.5%
+47.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | +8.2% | +15.8% | -7.6% | +6.7% |
| 3M | +26.3% | +90.3% | -64.0% | +18.6% |
| 6M | +2.2% | +102.8% | -100.6% | -6.3% |
| YTD | -10.4% | +187.3% | -197.7% | -23.3% |
| 1Y | -3.0% | +161.8% | -164.8% | -16.3% |
| All | +103.3% | +55.5% | +47.8% | +75.1% |
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