+750.5%
PBF vs NTR
+45.7%
+704.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +5.3% | -1.3% | +6.6% | +6.2% |
| 30D | +11.7% | +16.8% | -5.0% | +1.0% |
| 3M | +91.1% | +20.7% | +70.3% | +68.9% |
| 6M | +88.4% | +0.5% | +87.9% | +87.2% |
| YTD | +194.1% | +29.2% | +164.9% | +148.4% |
| 1Y | +180.4% | +39.6% | +140.8% | +124.2% |
| 3Y | +59.3% | +37.9% | +21.4% | +25.1% |
| All | +750.5% | +45.7% | +704.8% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling