+545.7%
FICO vs PBF
+231.7%
+314.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.6% |
| 7D | +0.9% | -15.3% | +16.2% | +2.8% |
| 30D | +9.4% | -21.8% | +31.2% | +12.3% |
| 3M | -30.4% | -0.2% | -30.2% | -30.8% |
| 6M | -35.1% | +63.6% | -98.7% | -40.0% |
| YTD | -56.8% | +147.5% | -204.3% | -62.7% |
| 1Y | -58.4% | +69.8% | -128.2% | -62.3% |
| 3Y | -26.7% | +65.3% | -92.0% | -35.9% |
| 5Y | +88.0% | +393.4% | -305.4% | +31.9% |
| 10Y | +545.7% | +240.3% | +305.4% | +301.3% |
| All | +545.7% | +231.7% | +314.0% | +301.3% |
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