+3.1%
FERG vs PBF
+120.1%
-117.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.7% | +9.4% | +2.6% |
| 7D | +7.7% | -0.9% | +8.6% | +7.7% |
| 30D | +11.5% | -13.7% | +25.2% | +11.1% |
| 3M | -2.4% | +10.6% | -13.0% | -2.1% |
| 6M | -4.0% | +61.2% | -65.2% | -3.2% |
| YTD | +13.4% | +172.7% | -159.4% | +5.8% |
| 1Y | +3.1% | +111.0% | -107.9% | +0.1% |
| All | +3.1% | +120.1% | -117.0% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling