+56.8%
PBF vs NVMI
+203.1%
-146.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +2.3% | +3.8% | -1.5% | +2.0% |
| 30D | +11.6% | -7.6% | +19.1% | +12.3% |
| 3M | +81.7% | -28.0% | +109.7% | +85.5% |
| 6M | +96.4% | -15.3% | +111.7% | +93.9% |
| YTD | +189.5% | +11.5% | +178.0% | +172.2% |
| 1Y | +180.7% | +31.6% | +149.2% | +155.9% |
| All | +56.8% | +203.1% | -146.2% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling