+613.2%
FERG vs PBF
+303.9%
+309.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | +4.3% | -4.3% | -0.2% |
| 30D | -10.2% | +22.0% | -32.2% | -11.0% |
| 3M | -0.6% | +74.5% | -75.1% | -3.4% |
| 6M | -6.5% | +67.7% | -74.2% | -9.4% |
| YTD | +4.2% | +179.2% | -175.0% | -1.8% |
| 1Y | -2.3% | +170.0% | -172.3% | -7.9% |
| 3Y | +48.5% | +66.4% | -17.9% | +40.8% |
| 5Y | +72.0% | +764.5% | -692.5% | +54.2% |
| 10Y | +369.9% | +358.5% | +11.4% | +319.7% |
| All | +613.2% | +303.9% | +309.3% | +523.0% |
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