+92.9%
FICO vs PBF
+420.6%
-327.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.5% |
| 7D | +4.0% | -4.0% | +7.9% | +4.1% |
| 30D | -1.5% | -18.0% | +16.5% | -0.7% |
| 3M | -29.8% | +0.9% | -30.7% | -30.0% |
| 6M | -33.3% | +65.7% | -99.0% | -35.7% |
| YTD | -56.9% | +161.9% | -218.8% | -60.2% |
| 1Y | -59.5% | +77.8% | -137.3% | -61.4% |
| 3Y | -26.9% | +74.9% | -101.7% | -33.0% |
| 5Y | +92.9% | +423.4% | -330.5% | +56.5% |
| All | +92.9% | +420.6% | -327.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling