-80.3%
FIG vs PBF
+239.2%
-319.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -8.9% | -5.6% |
| 7D | -16.4% | +2.4% | -18.7% | -16.3% |
| 30D | -2.3% | +24.9% | -27.2% | -2.1% |
| 3M | +7.8% | +81.9% | -74.0% | +8.3% |
| 6M | -21.8% | +79.4% | -101.2% | -21.4% |
| YTD | -39.1% | +188.3% | -227.4% | -35.7% |
| 1Y | -56.6% | +177.3% | -233.9% | -52.6% |
| All | -80.3% | +239.2% | -319.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling