+170.0%
PBF vs NTRS
+47.2%
+122.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +22.0% | +1.7% | +20.3% | +21.5% |
| 3M | +74.5% | +8.9% | +65.6% | +71.1% |
| 6M | +67.7% | +30.6% | +37.1% | +57.4% |
| YTD | +179.2% | +38.7% | +140.5% | +155.9% |
| 1Y | +170.0% | +48.1% | +121.9% | +144.3% |
| All | +170.0% | +47.2% | +122.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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