+45.4%
NU vs PBF
+584.0%
-538.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | +10.0% | +11.6% | -1.5% | +8.3% |
| 3M | +29.3% | +81.7% | -52.5% | +18.5% |
| 6M | +0.9% | +96.4% | -95.5% | -10.0% |
| YTD | -10.3% | +189.5% | -199.7% | -26.0% |
| 1Y | -3.2% | +180.7% | -183.9% | -20.4% |
| 3Y | +120.6% | +56.6% | +63.9% | +91.6% |
| All | +45.4% | +584.0% | -538.6% | -29.4% |
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 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