+180.5%
NXT vs PBF
+112.5%
+68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +0.7% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | -17.2% | +24.9% | -42.1% | -19.8% |
| 3M | -32.0% | +81.9% | -113.9% | -38.0% |
| 6M | -15.8% | +79.4% | -95.1% | -24.2% |
| YTD | -1.9% | +188.3% | -190.2% | -20.4% |
| 1Y | +22.5% | +177.3% | -154.8% | -0.8% |
| 3Y | +100.5% | +56.0% | +44.5% | +68.7% |
| All | +180.5% | +112.5% | +68.0% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling