+76.2%
PBF vs NVD
-99.2%
+175.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | +4.3% | -11.1% | +15.4% | +3.9% |
| 30D | +22.0% | -13.3% | +35.2% | +21.5% |
| 3M | +74.5% | -19.8% | +94.3% | +73.6% |
| 6M | +67.7% | -48.8% | +116.5% | +63.1% |
| YTD | +179.2% | -49.7% | +228.8% | +172.0% |
| 1Y | +170.0% | -61.4% | +231.4% | +159.7% |
| 3Y | +66.4% | -99.1% | +165.5% | +49.5% |
| All | +76.2% | -99.2% | +175.5% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling