+157.0%
PBF vs NTR
+103.7%
+53.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | +0.5% | +0.8% | +0.9% |
| 30D | +15.8% | +21.7% | -5.9% | -3.1% |
| 3M | +90.3% | +22.8% | +67.5% | +57.0% |
| 6M | +102.8% | +8.2% | +94.6% | +87.3% |
| YTD | +187.3% | +32.9% | +154.4% | +117.6% |
| 1Y | +161.8% | +45.3% | +116.5% | +80.3% |
| 3Y | +55.5% | +41.7% | +13.8% | +3.4% |
| 5Y | +801.9% | +49.8% | +752.1% | +360.6% |
| All | +157.0% | +103.7% | +53.3% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling