+750.5%
PBF vs NTRS
+93.2%
+657.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +5.3% | +1.4% | +4.0% | +4.7% |
| 30D | +11.7% | -0.7% | +12.4% | +12.0% |
| 3M | +91.1% | +11.3% | +79.8% | +81.9% |
| 6M | +88.4% | +35.5% | +52.9% | +61.9% |
| YTD | +194.1% | +40.6% | +153.5% | +148.0% |
| 1Y | +180.4% | +49.2% | +131.2% | +128.8% |
| 3Y | +59.3% | +167.2% | -107.9% | -4.8% |
| All | +750.5% | +93.2% | +657.3% | +474.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling