+56.8%
PBF vs NTR
+37.3%
+19.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +2.1% |
| 7D | +2.3% | -2.5% | +4.8% | +3.8% |
| 30D | +11.6% | +17.0% | -5.5% | +2.0% |
| 3M | +81.7% | +22.2% | +59.6% | +62.0% |
| 6M | +96.4% | +5.2% | +91.3% | +90.6% |
| YTD | +189.5% | +29.7% | +159.8% | +151.4% |
| 1Y | +180.7% | +39.4% | +141.3% | +133.8% |
| All | +56.8% | +37.3% | +19.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling