+82.7%
PBF vs NVD
-99.1%
+181.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | +0.9% |
| 7D | +2.3% | +9.0% | -6.7% | +2.6% |
| 30D | +11.6% | -5.5% | +17.0% | +11.4% |
| 3M | +81.7% | -24.6% | +106.4% | +79.9% |
| 6M | +96.4% | -42.1% | +138.5% | +91.9% |
| YTD | +189.5% | -44.3% | +233.8% | +182.9% |
| 1Y | +180.7% | -54.2% | +234.9% | +172.3% |
| 3Y | +56.6% | -99.1% | +155.8% | +43.8% |
| All | +82.7% | -99.1% | +181.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling