+111.0%
PBF vs NTRS
+43.5%
+67.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -7.3% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | -13.7% | +4.3% | -18.0% | -14.6% |
| 3M | +10.6% | -1.9% | +12.6% | +11.9% |
| 6M | +61.2% | +11.4% | +49.7% | +58.4% |
| YTD | +172.7% | +32.3% | +140.4% | +149.8% |
| 1Y | +111.0% | +42.5% | +68.5% | +91.0% |
| All | +111.0% | +43.5% | +67.5% | +91.0% |
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