+111.0%
PBF vs NTR
+36.7%
+74.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.6% | -9.0% |
| 7D | -0.9% | +4.3% | -5.2% | -3.7% |
| 30D | -13.7% | +2.6% | -16.3% | -15.4% |
| 3M | +10.6% | +8.5% | +2.1% | +4.5% |
| 6M | +61.2% | -3.3% | +64.5% | +65.5% |
| YTD | +172.7% | +19.6% | +153.1% | +145.5% |
| 1Y | +111.0% | +37.6% | +73.4% | +62.2% |
| All | +111.0% | +36.7% | +74.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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