+76.2%
FDX vs PBF
+419.4%
-343.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | +5.2% | +6.5% | -1.3% | +4.6% |
| 30D | +11.3% | -20.0% | +31.3% | +13.4% |
| 3M | -4.1% | -3.3% | -0.8% | -4.4% |
| 6M | +9.6% | +76.8% | -67.2% | +2.3% |
| YTD | +40.9% | +168.9% | -128.0% | +22.8% |
| 1Y | +53.0% | +96.4% | -43.3% | +38.6% |
| 3Y | +74.1% | +77.2% | -3.1% | +51.4% |
| All | +76.2% | +419.4% | -343.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling