+2,136.0%
FICO vs PBF
+303.9%
+1,832.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.5% |
| 7D | -19.2% | +4.3% | -23.5% | -19.6% |
| 30D | -14.6% | +22.0% | -36.6% | -16.8% |
| 3M | -20.1% | +74.5% | -94.6% | -26.4% |
| 6M | -36.3% | +67.7% | -104.0% | -41.6% |
| YTD | -44.9% | +179.2% | -224.0% | -53.1% |
| 1Y | -38.6% | +170.0% | -208.6% | -47.9% |
| 3Y | +4.0% | +66.4% | -62.4% | -9.0% |
| 5Y | +99.5% | +764.5% | -665.0% | +27.8% |
| 10Y | +604.7% | +358.5% | +246.2% | +308.1% |
| All | +2,136.0% | +303.9% | +1,832.1% | +1,157.4% |
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