-30.1%
NVTS vs PBF
+425.5%
-455.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.8% | -6.5% |
| 7D | +3.9% | +6.5% | -2.5% | +2.8% |
| 30D | -4.3% | -20.0% | +15.7% | -0.6% |
| 3M | -34.5% | -3.3% | -31.1% | -34.6% |
| 6M | -57.7% | +76.8% | -134.5% | -62.9% |
| YTD | +25.4% | +168.9% | -143.6% | -1.2% |
| 1Y | +13.1% | +96.4% | -83.2% | -4.9% |
| 3Y | +48.9% | +77.2% | -28.3% | +17.0% |
| 5Y | -51.8% | +417.7% | -469.5% | -67.5% |
| All | -30.1% | +425.5% | -455.6% | -52.9% |
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 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