+750.3%
NVT vs PBF
+148.0%
+602.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.3% |
| 7D | +4.1% | +5.3% | -1.3% | +3.0% |
| 30D | -5.1% | +11.7% | -16.9% | -7.5% |
| 3M | -1.2% | +91.1% | -92.2% | -14.3% |
| 6M | +46.6% | +88.4% | -41.9% | +25.2% |
| YTD | +60.0% | +194.1% | -134.1% | +22.3% |
| 1Y | +70.8% | +180.4% | -109.6% | +30.3% |
| 3Y | +187.5% | +59.3% | +128.2% | +136.9% |
| 5Y | +426.1% | +816.3% | -390.1% | +158.6% |
| All | +750.3% | +148.0% | +602.2% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling