+48.4%
NU vs PBF
+581.2%
-532.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.7% |
| 7D | +6.0% | +2.4% | +3.6% | +5.7% |
| 30D | +10.8% | +24.9% | -14.1% | +7.3% |
| 3M | +32.2% | +81.9% | -49.7% | +21.0% |
| 6M | +5.1% | +79.4% | -74.2% | -5.0% |
| YTD | -8.4% | +188.3% | -196.7% | -24.4% |
| 1Y | +0.7% | +177.3% | -176.5% | -17.1% |
| 3Y | +125.1% | +56.0% | +69.1% | +95.6% |
| All | +48.4% | +581.2% | -532.8% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling