-55.8%
FIG vs PBF
+176.4%
-232.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.3% |
| 7D | -16.3% | +4.3% | -20.6% | -16.5% |
| 30D | -14.3% | +22.0% | -36.3% | -15.5% |
| 3M | +7.2% | +74.5% | -67.3% | +2.2% |
| 6M | -18.6% | +67.7% | -86.3% | -22.5% |
| YTD | -35.5% | +179.2% | -214.6% | -41.0% |
| 1Y | -55.8% | +170.0% | -225.8% | -59.9% |
| All | -55.8% | +176.4% | -232.1% | -59.9% |
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 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