+43.0%
NVTS vs PBF
+55.5%
-12.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | -11.9% | +15.8% | -27.8% | -15.3% |
| 3M | -49.2% | +90.3% | -139.5% | -57.3% |
| 6M | +38.4% | +102.8% | -64.4% | +11.5% |
| YTD | +62.5% | +187.3% | -124.9% | +16.1% |
| 1Y | +101.4% | +161.8% | -60.5% | +46.3% |
| All | +43.0% | +55.5% | -12.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling