+751.2%
NVT vs PBF
+143.2%
+608.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.5% |
| 7D | +10.4% | +2.4% | +8.0% | +9.9% |
| 30D | -1.3% | +24.9% | -26.2% | -5.9% |
| 3M | -0.6% | +81.9% | -82.5% | -13.1% |
| 6M | +53.8% | +79.4% | -25.6% | +32.3% |
| YTD | +60.2% | +188.3% | -128.1% | +22.9% |
| 1Y | +76.8% | +177.3% | -100.5% | +34.9% |
| 3Y | +191.2% | +56.0% | +135.2% | +140.9% |
| 5Y | +430.9% | +804.0% | -373.1% | +161.5% |
| All | +751.2% | +143.2% | +608.0% | +397.6% |
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