+14,551.4%
NVDA vs PBF
+367.4%
+14,184.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -4.3% | +2.3% | -6.6% | -4.6% |
| 30D | +0.5% | +11.6% | -11.1% | -1.0% |
| 3M | +9.1% | +81.7% | -72.7% | +0.2% |
| 6M | +18.5% | +96.4% | -78.0% | +6.5% |
| YTD | +17.4% | +189.5% | -172.1% | -0.8% |
| 1Y | +23.4% | +180.7% | -157.3% | +3.9% |
| 3Y | +380.6% | +56.6% | +324.0% | +323.6% |
| 5Y | +875.7% | +802.0% | +73.7% | +538.4% |
| All | +14,551.4% | +367.4% | +14,184.0% | +11,086.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling