+170.4%
NXT vs PBF
+111.8%
+58.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -20.0% | +15.8% | -35.8% | -21.6% |
| 3M | -30.9% | +90.3% | -121.2% | -37.5% |
| 6M | -23.8% | +102.8% | -126.6% | -32.8% |
| YTD | -5.4% | +187.3% | -192.8% | -23.3% |
| 1Y | +28.0% | +161.8% | -133.8% | +5.2% |
| 3Y | +93.3% | +55.5% | +37.8% | +62.7% |
| All | +170.4% | +111.8% | +58.6% | +114.6% |
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