+182.8%
FDX vs PBF
+339.9%
-157.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.5% | +4.3% | -6.8% | -3.1% |
| 30D | +3.8% | +22.0% | -18.2% | +0.8% |
| 3M | -1.3% | +74.5% | -75.8% | -9.6% |
| 6M | +5.0% | +67.7% | -62.7% | -4.4% |
| YTD | +39.6% | +179.2% | -139.5% | +17.0% |
| 1Y | +81.1% | +170.0% | -88.9% | +50.9% |
| 3Y | +63.0% | +66.4% | -3.3% | +41.3% |
| 5Y | +65.6% | +764.5% | -698.9% | +3.6% |
| All | +182.8% | +339.9% | -157.1% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling