-83.7%
FIG vs PBF
+197.2%
-281.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | -13.1% | -13.8% | +0.6% | -13.3% |
| 30D | -13.0% | -19.6% | +6.6% | -13.2% |
| 3M | -21.5% | +10.3% | -31.8% | -21.4% |
| 6M | -2.5% | +63.4% | -65.9% | -2.2% |
| YTD | -49.7% | +152.6% | -202.3% | -46.9% |
| 1Y | -59.1% | +87.4% | -146.4% | -57.9% |
| All | -83.7% | +197.2% | -281.0% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling