+208.7%
NXT vs PBF
+74.2%
+134.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.4% |
| 7D | +15.1% | -7.4% | +22.5% | +15.9% |
| 30D | +21.8% | -17.5% | +39.3% | +24.0% |
| 3M | +1.6% | +13.1% | -11.5% | -1.1% |
| 6M | -16.7% | +72.6% | -89.3% | -24.0% |
| YTD | +20.4% | +161.2% | -140.8% | -2.0% |
| 1Y | +0.2% | +93.3% | -93.1% | -12.8% |
| 3Y | +208.7% | +80.7% | +128.0% | +133.2% |
| All | +208.7% | +74.2% | +134.5% | +133.2% |
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