+18.8%
NVDL vs PBF
+184.8%
-166.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | 0.0% |
| 7D | -10.3% | +5.3% | -15.6% | -9.7% |
| 30D | -7.1% | +11.7% | -18.8% | -5.4% |
| 3M | +6.6% | +91.1% | -84.5% | +16.2% |
| 6M | +21.1% | +88.4% | -67.4% | +30.4% |
| YTD | +15.2% | +194.1% | -178.8% | +20.6% |
| 1Y | +18.8% | +180.4% | -161.6% | +28.9% |
| All | +18.8% | +184.8% | -166.0% | +28.9% |
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