-57.9%
FICO vs PBF
+94.2%
-152.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | -0.9% | -13.8% | +12.8% | -1.5% |
| 30D | +3.3% | -19.6% | +23.0% | +2.6% |
| 3M | -31.7% | +10.3% | -42.0% | -30.6% |
| 6M | -34.0% | +63.4% | -97.4% | -32.4% |
| YTD | -58.3% | +152.6% | -211.0% | -57.5% |
| 1Y | -57.9% | +87.4% | -145.3% | -55.8% |
| All | -57.9% | +94.2% | -152.1% | -55.8% |
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