+212.0%
NXT vs PBF
+98.3%
+113.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | -9.4% | +6.5% | -15.9% | -10.1% |
| 30D | +15.1% | -20.0% | +35.1% | +17.8% |
| 3M | -9.1% | -3.3% | -5.8% | -9.6% |
| 6M | -30.3% | +76.8% | -107.1% | -36.8% |
| YTD | +9.1% | +168.9% | -159.9% | -11.5% |
| 1Y | +7.9% | +96.4% | -88.5% | -6.6% |
| 3Y | +176.5% | +77.2% | +99.3% | +125.8% |
| All | +212.0% | +98.3% | +113.7% | +147.6% |
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