-51.7%
FIG vs PBF
+120.1%
-171.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.9% | +5.3% |
| 7D | -4.7% | -0.9% | -3.8% | -4.8% |
| 30D | +0.5% | -13.7% | +14.3% | +0.9% |
| 3M | -18.4% | +10.6% | -29.0% | -19.2% |
| 6M | +10.9% | +61.2% | -50.3% | +6.3% |
| YTD | -40.8% | +172.7% | -213.5% | -44.0% |
| 1Y | -51.7% | +111.0% | -162.7% | -52.1% |
| All | -51.7% | +120.1% | -171.7% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling