-83.6%
FIG vs PBF
+208.1%
-291.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +1.8% |
| 7D | -14.3% | -4.0% | -10.3% | -14.3% |
| 30D | -13.6% | -18.0% | +4.4% | -13.8% |
| 3M | -23.7% | +0.9% | -24.6% | -23.7% |
| 6M | -5.4% | +65.7% | -71.1% | -5.3% |
| YTD | -49.2% | +161.9% | -211.1% | -46.4% |
| 1Y | -57.4% | +77.8% | -135.1% | -56.7% |
| All | -83.6% | +208.1% | -291.7% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling