+18.7%
ON vs PBF
+407.7%
-389.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.4% | +5.8% | +8.6% |
| 7D | -1.4% | -7.4% | +5.9% | -0.1% |
| 30D | -10.9% | -17.5% | +6.6% | -8.2% |
| 3M | -14.9% | +13.1% | -28.0% | -17.1% |
| 6M | -33.0% | +72.6% | -105.7% | -39.7% |
| YTD | +27.6% | +161.2% | -133.6% | +3.2% |
| 1Y | +44.5% | +93.3% | -48.8% | +23.7% |
| 3Y | +7.4% | +80.7% | -73.3% | -13.6% |
| 5Y | +18.7% | +396.1% | -377.3% | -23.3% |
| All | +18.7% | +407.7% | -389.0% | -23.3% |
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