+2,494.8%
NVDL vs PBF
+136.6%
+2,358.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +11.4% | +81.7% | -70.4% | +4.3% |
| 6M | +22.9% | +96.4% | -73.6% | +11.6% |
| YTD | +15.4% | +189.5% | -174.1% | -3.6% |
| 1Y | +18.8% | +180.7% | -162.0% | -1.3% |
| 3Y | +641.4% | +56.6% | +584.8% | +464.8% |
| All | +2,494.8% | +136.6% | +2,358.1% | +1,859.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling