+531.6%
FICO vs PBF
+299.9%
+231.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.3% |
| 7D | -0.1% | -7.4% | +7.3% | +0.8% |
| 30D | +8.4% | -17.5% | +25.9% | +10.5% |
| 3M | -30.5% | +13.1% | -43.6% | -31.9% |
| 6M | -35.7% | +72.6% | -108.4% | -40.9% |
| YTD | -57.2% | +161.2% | -218.4% | -63.3% |
| 1Y | -58.4% | +93.3% | -151.7% | -63.0% |
| 3Y | -24.8% | +80.7% | -105.5% | -35.0% |
| 5Y | +79.3% | +396.1% | -316.8% | +25.9% |
| 10Y | +531.6% | +252.3% | +279.4% | +288.2% |
| All | +531.6% | +299.9% | +231.8% | +288.2% |
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 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