-58.4%
FICO vs PBF
+82.1%
-140.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +0.7% |
| 7D | +0.9% | -15.3% | +16.2% | +0.1% |
| 30D | +9.4% | -21.8% | +31.2% | +8.4% |
| 3M | -30.4% | -0.2% | -30.2% | -29.8% |
| 6M | -35.1% | +63.6% | -98.7% | -33.4% |
| YTD | -56.8% | +147.5% | -204.3% | -55.5% |
| 1Y | -58.4% | +69.8% | -128.2% | -55.5% |
| All | -58.4% | +82.1% | -140.5% | -55.5% |
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