+7,836.4%
NVDA vs PBF
+260.7%
+7,575.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.7% | +6.5% | -19.2% | -13.5% |
| 30D | -26.4% | -20.0% | -6.4% | -24.4% |
| 3M | -27.6% | -3.3% | -24.3% | -27.7% |
| 6M | -27.7% | +76.8% | -104.5% | -33.8% |
| YTD | -12.5% | +168.9% | -181.4% | -25.8% |
| 1Y | -12.6% | +96.4% | -109.0% | -22.7% |
| 3Y | +235.9% | +77.2% | +158.7% | +189.7% |
| 5Y | +438.2% | +417.7% | +20.5% | +280.3% |
| All | +7,836.4% | +260.7% | +7,575.7% | +6,010.6% |
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