-24.1%
FICO vs PBF
+59.0%
-83.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.7% |
| 7D | -0.9% | -13.8% | +12.8% | -0.6% |
| 30D | +3.3% | -19.6% | +23.0% | +3.9% |
| 3M | -31.7% | +10.3% | -42.0% | -31.8% |
| 6M | -34.0% | +63.4% | -97.4% | -35.6% |
| YTD | -58.3% | +152.6% | -211.0% | -60.9% |
| 1Y | -57.9% | +87.4% | -145.3% | -59.6% |
| 3Y | -24.1% | +63.3% | -87.3% | -31.9% |
| All | -24.1% | +59.0% | -83.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling