+7.9%
NXT vs PBF
+90.5%
-82.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | -9.4% | +6.5% | -15.9% | -9.1% |
| 30D | +15.1% | -20.0% | +35.1% | +14.4% |
| 3M | -9.1% | -3.3% | -5.8% | -9.2% |
| 6M | -30.3% | +76.8% | -107.1% | -28.6% |
| YTD | +9.1% | +168.9% | -159.9% | +2.9% |
| 1Y | +7.9% | +96.4% | -88.5% | +16.5% |
| All | +7.9% | +90.5% | -82.6% | +16.5% |
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