+53.0%
FERG vs PBF
+56.0%
-3.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.2% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | -11.5% | +24.9% | -36.4% | -13.3% |
| 3M | +1.3% | +81.9% | -80.6% | -4.9% |
| 6M | -1.0% | +79.4% | -80.3% | -7.8% |
| YTD | +3.2% | +188.3% | -185.1% | -10.9% |
| 1Y | -3.0% | +177.3% | -180.2% | -16.3% |
| All | +53.0% | +56.0% | -3.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling