+40.6%
NVDL vs PBF
+176.4%
-135.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.5% |
| 7D | +11.7% | +4.3% | +7.4% | +12.3% |
| 30D | +7.8% | +22.0% | -14.1% | +11.2% |
| 3M | +3.3% | +74.5% | -71.2% | +12.1% |
| 6M | +38.9% | +67.7% | -28.8% | +50.2% |
| YTD | +28.5% | +179.2% | -150.7% | +36.3% |
| 1Y | +40.6% | +170.0% | -129.4% | +56.9% |
| All | +40.6% | +176.4% | -135.8% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling