+28.0%
NXT vs PBF
+172.0%
-144.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -20.0% | +15.8% | -35.8% | -19.8% |
| 3M | -30.9% | +90.3% | -121.2% | -30.2% |
| 6M | -23.8% | +102.8% | -126.6% | -24.0% |
| YTD | -5.4% | +187.3% | -192.8% | -9.7% |
| 1Y | +28.0% | +161.8% | -133.8% | +29.8% |
| All | +28.0% | +172.0% | -144.0% | +29.8% |
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