+351.3%
FERG vs PBF
+374.8%
-23.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -2.6% | +5.3% | -7.9% | -2.8% |
| 30D | -8.9% | +11.7% | -20.6% | -9.5% |
| 3M | -2.0% | +91.1% | -93.1% | -5.7% |
| 6M | -3.2% | +88.4% | -91.6% | -7.1% |
| YTD | +1.5% | +194.1% | -192.6% | -5.4% |
| 1Y | +0.5% | +180.4% | -179.9% | -6.2% |
| 3Y | +50.4% | +59.3% | -8.9% | +41.8% |
| 5Y | +68.7% | +816.3% | -747.6% | +48.3% |
| All | +351.3% | +374.8% | -23.5% | +299.8% |
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