+346.7%
PBF vs NYT
+809.3%
-462.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.3% | -0.7% | +3.1% | +2.6% |
| 30D | +11.6% | +4.5% | +7.1% | +9.6% |
| 3M | +81.7% | -8.5% | +90.3% | +86.4% |
| 6M | +96.4% | -15.1% | +111.5% | +105.0% |
| YTD | +189.5% | -3.3% | +192.8% | +185.0% |
| 1Y | +180.7% | +17.0% | +163.7% | +154.8% |
| 3Y | +56.6% | +55.7% | +1.0% | +22.0% |
| 5Y | +802.0% | +38.9% | +763.1% | +614.7% |
| 10Y | +365.7% | +485.3% | -119.6% | +109.0% |
| All | +346.7% | +809.3% | -462.6% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling