-58.7%
FIG vs PBF
+172.0%
-230.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -14.5% | +1.4% | -15.8% | -14.5% |
| 30D | -13.3% | +15.8% | -29.2% | -14.1% |
| 3M | +7.4% | +90.3% | -82.9% | +2.1% |
| 6M | -27.8% | +102.8% | -130.6% | -31.4% |
| YTD | -41.1% | +187.3% | -228.4% | -45.9% |
| 1Y | -58.7% | +161.8% | -220.6% | -61.4% |
| All | -58.7% | +172.0% | -230.7% | -61.4% |
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 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