+170.0%
PBF vs NVD
-61.9%
+231.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +4.3% | -11.1% | +15.4% | +5.6% |
| 30D | +22.0% | -13.3% | +35.2% | +23.4% |
| 3M | +74.5% | -19.8% | +94.3% | +76.9% |
| 6M | +67.7% | -48.8% | +116.5% | +75.8% |
| YTD | +179.2% | -49.7% | +228.8% | +190.9% |
| 1Y | +170.0% | -61.4% | +231.4% | +205.1% |
| All | +170.0% | -61.9% | +231.9% | +205.1% |
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