+59.1%
NVTS vs PBF
+78.4%
-19.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.8% | -5.5% |
| 7D | +21.6% | +3.8% | +17.8% | +20.6% |
| 30D | -8.5% | -22.2% | +13.7% | -3.6% |
| 3M | -31.4% | +1.3% | -32.6% | -32.4% |
| 6M | -50.3% | +69.0% | -119.3% | -57.5% |
| YTD | +33.9% | +166.5% | -132.6% | -2.9% |
| 1Y | +10.6% | +88.1% | -77.4% | -10.7% |
| All | +59.1% | +78.4% | -19.3% | +6.3% |
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