+3.1%
NU vs PBF
+69.5%
-66.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.5% | +11.3% | +11.8% |
| 7D | +9.9% | +6.5% | +3.4% | +10.5% |
| 30D | -11.5% | -20.0% | +8.5% | -12.6% |
| 3M | -5.1% | -3.3% | -1.8% | -4.8% |
| 6M | +3.1% | +76.8% | -73.7% | +22.5% |
| All | +3.1% | +69.5% | -66.4% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling