+55.7%
PBF vs NVD
-99.1%
+154.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +1.4% | +0.5% | +0.8% | +1.4% |
| 30D | +15.8% | -9.3% | +25.1% | +15.5% |
| 3M | +90.3% | -22.1% | +112.4% | +88.7% |
| 6M | +102.8% | -45.8% | +148.6% | +97.3% |
| YTD | +187.3% | -46.7% | +234.0% | +180.0% |
| 1Y | +161.8% | -59.5% | +221.3% | +151.6% |
| All | +55.7% | -99.1% | +154.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling