+344.9%
PBF vs NVMI
+4,803.9%
-4,459.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +2.9% |
| 7D | +2.4% | +11.7% | -9.3% | -0.8% |
| 30D | +24.9% | -4.0% | +28.9% | +25.8% |
| 3M | +81.9% | -25.8% | +107.6% | +93.3% |
| 6M | +79.4% | -8.3% | +87.7% | +73.3% |
| YTD | +188.3% | +14.8% | +173.5% | +156.7% |
| 1Y | +177.3% | +37.9% | +139.4% | +129.8% |
| 3Y | +56.0% | +216.3% | -160.3% | -14.4% |
| 5Y | +804.0% | +277.2% | +526.8% | +326.2% |
| 10Y | +334.1% | +3,074.3% | -2,740.2% | -12.3% |
| All | +344.9% | +4,803.9% | -4,459.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling