+802.0%
PBF vs NVMI
+263.1%
+538.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +2.3% | +3.8% | -1.5% | +1.8% |
| 30D | +11.6% | -7.6% | +19.1% | +12.6% |
| 3M | +81.7% | -28.0% | +109.7% | +87.6% |
| 6M | +96.4% | -15.3% | +111.7% | +94.8% |
| YTD | +189.5% | +11.5% | +178.0% | +171.4% |
| 1Y | +180.7% | +31.6% | +149.2% | +153.9% |
| 3Y | +56.6% | +207.0% | -150.3% | +12.0% |
| 5Y | +802.0% | +262.8% | +539.1% | +474.8% |
| All | +802.0% | +263.1% | +538.9% | +474.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling