+341.8%
PBF vs NVMI
+3,158.6%
-2,816.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +11.7% | -8.4% | +20.1% | +14.1% |
| 3M | +91.1% | -33.6% | +124.6% | +110.0% |
| 6M | +88.4% | -14.7% | +103.1% | +86.5% |
| YTD | +194.1% | +13.2% | +180.8% | +162.6% |
| 1Y | +180.4% | +29.0% | +151.4% | +137.2% |
| 3Y | +59.3% | +215.0% | -155.7% | -13.6% |
| 5Y | +816.3% | +268.6% | +547.7% | +325.5% |
| All | +341.8% | +3,158.6% | -2,816.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling