+1,581.4%
FICO vs PBF
+294.5%
+1,286.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.4% | -2.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +1.7% | -13.7% | +15.4% | +3.2% |
| 3M | -33.0% | +10.6% | -43.7% | -34.3% |
| 6M | -33.9% | +61.2% | -95.0% | -38.9% |
| YTD | -58.5% | +172.7% | -231.3% | -64.8% |
| 1Y | -56.4% | +111.0% | -167.4% | -61.7% |
| 3Y | -24.7% | +73.6% | -98.2% | -34.7% |
| 5Y | +83.1% | +479.7% | -396.5% | +25.1% |
| 10Y | +517.2% | +312.9% | +204.3% | +263.0% |
| All | +1,581.4% | +294.5% | +1,286.9% | +843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling