+651.2%
NVDL vs PBF
+56.6%
+594.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.8% |
| 7D | -8.7% | +2.3% | -11.0% | -8.9% |
| 30D | -1.3% | +11.6% | -12.9% | -2.6% |
| 3M | +11.4% | +81.7% | -70.4% | +2.5% |
| 6M | +22.9% | +96.4% | -73.6% | +8.6% |
| YTD | +15.4% | +189.5% | -174.1% | -8.5% |
| 1Y | +18.8% | +180.7% | -162.0% | -6.7% |
| All | +651.2% | +56.6% | +594.6% | +444.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling