-9.1%
NVTS vs PBF
+474.6%
-483.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | -1.4% | +5.3% | -6.8% | -2.4% |
| 30D | -16.5% | +11.7% | -28.2% | -18.5% |
| 3M | -47.6% | +91.1% | -138.7% | -54.1% |
| 6M | +7.3% | +88.4% | -81.1% | -7.5% |
| YTD | +62.9% | +194.1% | -131.2% | +27.1% |
| 1Y | +91.3% | +180.4% | -89.1% | +49.5% |
| 3Y | +43.4% | +59.3% | -15.9% | +14.2% |
| All | -9.1% | +474.6% | -483.8% | -39.5% |
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