+346.7%
PBF vs NTRS
+455.6%
-109.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | -0.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.0% |
| 30D | +11.6% | +0.2% | +11.4% | +11.2% |
| 3M | +81.7% | +13.2% | +68.5% | +63.2% |
| 6M | +96.4% | +36.9% | +59.5% | +47.0% |
| YTD | +189.5% | +39.1% | +150.4% | +112.7% |
| 1Y | +180.7% | +50.4% | +130.3% | +90.8% |
| 3Y | +56.6% | +166.8% | -110.2% | -40.6% |
| 5Y | +802.0% | +92.9% | +709.1% | +326.0% |
| 10Y | +365.7% | +255.7% | +110.0% | +42.2% |
| All | +346.7% | +455.6% | -109.0% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling