-83.9%
FIG vs PBF
+191.2%
-275.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.3% | -4.0% |
| 7D | -11.4% | -15.3% | +3.9% | -11.6% |
| 30D | -17.2% | -21.8% | +4.6% | -17.4% |
| 3M | -26.6% | -0.2% | -26.4% | -26.6% |
| 6M | -9.8% | +63.6% | -73.4% | -9.4% |
| YTD | -50.1% | +147.5% | -197.7% | -47.4% |
| 1Y | -58.1% | +69.8% | -127.9% | -57.3% |
| All | -83.9% | +191.2% | -275.1% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling