+69.3%
FERG vs PBF
+817.4%
-748.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | -15.1% | +15.8% | -30.9% | -16.2% |
| 3M | -4.8% | +90.3% | -95.1% | -10.9% |
| 6M | -2.5% | +102.8% | -105.3% | -10.1% |
| YTD | +1.8% | +187.3% | -185.5% | -10.3% |
| 1Y | -0.3% | +161.8% | -162.2% | -11.7% |
| 3Y | +52.9% | +55.5% | -2.6% | +37.1% |
| 5Y | +69.3% | +801.9% | -732.6% | +33.4% |
| All | +69.3% | +817.4% | -748.1% | +33.4% |
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