+541.4%
FICO vs PBF
+260.7%
+280.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | +6.5% | -4.2% | +1.4% |
| 30D | +0.1% | -20.0% | +20.1% | +2.4% |
| 3M | -35.2% | -3.3% | -31.8% | -35.3% |
| 6M | -32.4% | +76.8% | -109.2% | -38.0% |
| YTD | -57.4% | +168.9% | -226.3% | -63.6% |
| 1Y | -58.5% | +96.4% | -154.9% | -63.2% |
| 3Y | -28.9% | +77.2% | -106.1% | -38.3% |
| 5Y | +91.7% | +417.7% | -326.0% | +33.8% |
| All | +541.4% | +260.7% | +280.7% | +297.9% |
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