-40.7%
FIS vs PBF
+172.9%
-213.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -5.9% |
| 7D | -3.5% | +2.4% | -5.8% | -3.4% |
| 30D | -7.8% | +24.9% | -32.7% | -7.5% |
| 3M | +0.8% | +81.9% | -81.0% | +2.2% |
| 6M | -21.9% | +79.4% | -101.3% | -20.6% |
| YTD | -39.5% | +188.3% | -227.8% | -37.8% |
| All | -40.7% | +172.9% | -213.6% | -39.3% |
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