+175.5%
FDX vs PBF
+354.3%
-178.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.1% |
| 7D | -3.3% | +2.4% | -5.7% | -3.6% |
| 30D | -1.4% | +24.9% | -26.3% | -4.6% |
| 3M | -4.5% | +81.9% | -86.4% | -13.0% |
| 6M | +9.4% | +79.4% | -70.0% | -1.4% |
| YTD | +36.0% | +188.3% | -152.3% | +13.4% |
| 1Y | +75.5% | +177.3% | -101.7% | +45.7% |
| 3Y | +62.8% | +56.0% | +6.8% | +42.6% |
| 5Y | +64.4% | +804.0% | -739.6% | +2.3% |
| 10Y | +175.5% | +334.1% | -158.6% | +78.7% |
| All | +175.5% | +354.3% | -178.8% | +78.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling