+572.1%
ON vs PBF
+367.4%
+204.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -4.7% | +2.3% | -7.0% | -5.2% |
| 30D | -13.5% | +11.6% | -25.0% | -15.8% |
| 3M | -36.3% | +81.7% | -118.0% | -44.8% |
| 6M | +17.8% | +96.4% | -78.7% | -1.6% |
| YTD | +29.6% | +189.5% | -159.9% | -2.5% |
| 1Y | +45.8% | +180.7% | -135.0% | +8.9% |
| 3Y | -28.3% | +56.6% | -85.0% | -41.7% |
| 5Y | +49.6% | +802.0% | -752.3% | -26.9% |
| All | +572.1% | +367.4% | +204.7% | +249.8% |
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 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