+111.0%
PBF vs NVD
-27.4%
+138.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.1% | -7.2% |
| 7D | -0.9% | +15.0% | -15.9% | -2.2% |
| 30D | -13.7% | +39.3% | -53.0% | -16.7% |
| 3M | +10.6% | +3.1% | +7.5% | +9.8% |
| 6M | +61.2% | -19.0% | +80.2% | +62.5% |
| YTD | +172.7% | -35.5% | +208.2% | +177.4% |
| 1Y | +111.0% | -30.2% | +141.2% | +121.4% |
| All | +111.0% | -27.4% | +138.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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