+13.1%
NVTS vs PBF
+90.5%
-77.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.8% | -6.4% |
| 7D | +3.9% | +6.5% | -2.5% | +3.3% |
| 30D | -4.3% | -20.0% | +15.7% | -2.7% |
| 3M | -34.5% | -3.3% | -31.1% | -34.4% |
| 6M | -57.7% | +76.8% | -134.5% | -59.5% |
| YTD | +25.4% | +168.9% | -143.6% | +9.8% |
| 1Y | +13.1% | +96.4% | -83.2% | +7.9% |
| All | +13.1% | +90.5% | -77.3% | +7.9% |
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