+76.9%
FICO vs PBF
+407.6%
-330.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -0.9% | -13.8% | +12.8% | -0.2% |
| 30D | +3.3% | -19.6% | +23.0% | +4.4% |
| 3M | -31.7% | +10.3% | -42.0% | -32.2% |
| 6M | -34.0% | +63.4% | -97.4% | -36.4% |
| YTD | -58.3% | +152.6% | -211.0% | -61.5% |
| 1Y | -57.9% | +87.4% | -145.3% | -60.3% |
| 3Y | -24.1% | +63.3% | -87.3% | -30.2% |
| All | +76.9% | +407.6% | -330.7% | +42.5% |
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