-24.8%
FICO vs PBF
+74.2%
-99.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.6% |
| 7D | -0.1% | -7.4% | +7.3% | +0.1% |
| 30D | +8.4% | -17.5% | +25.9% | +8.9% |
| 3M | -30.5% | +13.1% | -43.6% | -30.7% |
| 6M | -35.7% | +72.6% | -108.4% | -37.5% |
| YTD | -57.2% | +161.2% | -218.4% | -60.0% |
| 1Y | -58.4% | +93.3% | -151.7% | -60.2% |
| 3Y | -24.8% | +80.7% | -105.5% | -33.8% |
| All | -24.8% | +74.2% | -99.0% | -33.8% |
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 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