-56.4%
FICO vs PBF
+120.1%
-176.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.4% | -3.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +1.7% | -13.7% | +15.4% | +1.3% |
| 3M | -33.0% | +10.6% | -43.7% | -32.2% |
| 6M | -33.9% | +61.2% | -95.0% | -32.2% |
| YTD | -58.5% | +172.7% | -231.3% | -58.0% |
| 1Y | -56.4% | +111.0% | -167.4% | -54.2% |
| All | -56.4% | +120.1% | -176.4% | -54.2% |
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