+70.8%
NVT vs PBF
+184.8%
-114.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.7% |
| 7D | +4.1% | +5.3% | -1.3% | +4.2% |
| 30D | -5.1% | +11.7% | -16.9% | -4.9% |
| 3M | -1.2% | +91.1% | -92.2% | +2.0% |
| 6M | +46.6% | +88.4% | -41.9% | +50.5% |
| YTD | +60.0% | +194.1% | -134.1% | +61.9% |
| 1Y | +70.8% | +180.4% | -109.6% | +73.9% |
| All | +70.8% | +184.8% | -114.0% | +73.9% |
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