+7.4%
ON vs PBF
+74.2%
-66.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.4% | +5.8% | +8.7% |
| 7D | -1.4% | -7.4% | +5.9% | -0.3% |
| 30D | -10.9% | -17.5% | +6.6% | -8.6% |
| 3M | -14.9% | +13.1% | -28.0% | -16.8% |
| 6M | -33.0% | +72.6% | -105.7% | -38.6% |
| YTD | +27.6% | +161.2% | -133.6% | +4.2% |
| 1Y | +44.5% | +93.3% | -48.8% | +25.8% |
| 3Y | +7.4% | +80.7% | -73.3% | -23.0% |
| All | +7.4% | +74.2% | -66.8% | -23.0% |
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