+750.5%
PBF vs NYT
+38.8%
+711.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +11.7% | +4.6% | +7.1% | +10.5% |
| 3M | +91.1% | -9.6% | +100.7% | +94.8% |
| 6M | +88.4% | -14.0% | +102.4% | +93.1% |
| YTD | +194.1% | -2.8% | +196.9% | +189.6% |
| 1Y | +180.4% | +15.6% | +164.8% | +161.2% |
| 3Y | +59.3% | +56.3% | +3.0% | +31.2% |
| All | +750.5% | +38.8% | +711.7% | +588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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