+176.0%
PBF vs NVD
-52.9%
+229.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | +0.3% |
| 7D | +2.3% | +9.0% | -6.7% | +1.4% |
| 30D | +11.6% | -5.5% | +17.0% | +11.9% |
| 3M | +81.7% | -24.6% | +106.4% | +84.5% |
| 6M | +96.4% | -42.1% | +138.5% | +102.9% |
| YTD | +189.5% | -44.3% | +233.8% | +197.4% |
| All | +176.0% | -52.9% | +229.0% | +199.5% |
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