-40.9%
FIS vs PBF
+351.3%
-392.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | +1.4% | -10.4% | -9.2% |
| 30D | -10.4% | +15.8% | -26.3% | -11.9% |
| 3M | -3.7% | +90.3% | -94.0% | -10.7% |
| 6M | -24.8% | +102.8% | -127.6% | -31.1% |
| YTD | -41.6% | +187.3% | -228.9% | -48.9% |
| 1Y | -42.7% | +161.8% | -204.6% | -49.8% |
| 3Y | -26.2% | +55.5% | -81.7% | -33.2% |
| 5Y | -66.1% | +801.9% | -868.0% | -76.2% |
| 10Y | -40.9% | +362.2% | -403.1% | -60.1% |
| All | -40.9% | +351.3% | -392.2% | -60.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling