+47.6%
ON vs PBF
+90.5%
-42.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | +12.2% | +6.5% | +5.8% | +12.2% |
| 30D | -3.1% | -20.0% | +16.9% | -3.7% |
| 3M | -12.9% | -3.3% | -9.5% | -12.7% |
| 6M | -38.6% | +76.8% | -115.4% | -34.2% |
| YTD | +31.2% | +168.9% | -137.7% | +41.7% |
| 1Y | +47.6% | +96.4% | -48.7% | +55.4% |
| All | +47.6% | +90.5% | -42.8% | +55.4% |
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