+56.4%
NU vs PBF
+80.0%
-23.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.5% | +11.3% | +11.7% |
| 7D | +9.9% | +6.5% | +3.4% | +9.4% |
| 30D | -11.5% | -20.0% | +8.5% | -10.1% |
| 3M | -5.1% | -3.3% | -1.8% | -5.4% |
| 6M | +3.1% | +76.8% | -73.7% | -3.1% |
| YTD | -21.0% | +168.9% | -190.0% | -32.2% |
| 1Y | -15.2% | +96.4% | -111.6% | -23.4% |
| 3Y | +56.4% | +77.2% | -20.8% | +32.2% |
| All | +56.4% | +80.0% | -23.6% | +32.2% |
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 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