+402.8%
NVT vs PBF
+785.3%
-382.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | +2.0% | +2.3% | -0.3% | +1.7% |
| 30D | -7.2% | +11.6% | -18.7% | -8.5% |
| 3M | -0.9% | +81.7% | -82.6% | -8.3% |
| 6M | +42.6% | +96.4% | -53.9% | +29.0% |
| YTD | +52.9% | +189.5% | -136.6% | +29.4% |
| 1Y | +64.5% | +180.7% | -116.3% | +38.7% |
| 3Y | +178.0% | +56.6% | +121.4% | +142.3% |
| 5Y | +402.8% | +802.0% | -399.2% | +232.3% |
| All | +402.8% | +785.3% | -382.5% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling