+50.0%
FANG vs PBF
+59.1%
-9.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +2.9% | +5.3% | -2.4% | +1.3% |
| 30D | +2.6% | +11.7% | -9.1% | -1.1% |
| 3M | +7.6% | +91.1% | -83.5% | -12.9% |
| 6M | +17.3% | +88.4% | -71.1% | -5.4% |
| YTD | +38.7% | +194.1% | -155.4% | -5.0% |
| 1Y | +51.6% | +180.4% | -128.8% | +4.0% |
| 3Y | +50.0% | +59.3% | -9.4% | +8.9% |
| All | +50.0% | +59.1% | -9.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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