+279.0%
NVO vs PBF
+317.1%
-38.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.2% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | -3.2% | +24.9% | -28.1% | -4.3% |
| 3M | +11.5% | +81.9% | -70.4% | +8.1% |
| 6M | +22.9% | +79.4% | -56.5% | +18.8% |
| YTD | -6.8% | +188.3% | -195.1% | -12.3% |
| 1Y | -12.6% | +177.3% | -189.9% | -17.9% |
| 3Y | -49.6% | +56.0% | -105.6% | -52.0% |
| 5Y | +0.6% | +804.0% | -803.4% | -13.6% |
| 10Y | +148.3% | +334.1% | -185.8% | +105.0% |
| All | +279.0% | +317.1% | -38.0% | +214.8% |
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