+411.7%
FDX vs PBF
+265.5%
+146.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -1.6% | -13.8% | +12.1% | +0.3% |
| 30D | +6.6% | -19.6% | +26.2% | +9.5% |
| 3M | -2.1% | +10.3% | -12.3% | -4.2% |
| 6M | +2.2% | +63.4% | -61.3% | -6.3% |
| YTD | +33.9% | +152.6% | -118.7% | +13.1% |
| 1Y | +50.2% | +87.4% | -37.1% | +32.1% |
| 3Y | +65.5% | +63.3% | +2.3% | +43.2% |
| 5Y | +74.1% | +412.5% | -338.4% | +19.6% |
| 10Y | +156.7% | +282.5% | -125.8% | +58.0% |
| All | +411.7% | +265.5% | +146.3% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling