+71.1%
PBF vs NVDX
+833.4%
-762.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +3.4% |
| 7D | +2.4% | +7.3% | -4.9% | +2.1% |
| 30D | +24.9% | -0.9% | +25.8% | +24.7% |
| 3M | +81.9% | +8.4% | +73.5% | +80.4% |
| 6M | +79.4% | +38.2% | +41.2% | +73.9% |
| YTD | +188.3% | +19.3% | +169.0% | +181.6% |
| 1Y | +177.3% | +33.3% | +144.0% | +167.0% |
| All | +71.1% | +833.4% | -762.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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