-17.4%
FIS vs PBF
+64.9%
-82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +4.3% | -3.2% | +0.8% |
| 30D | -2.2% | +22.0% | -24.2% | -3.3% |
| 3M | +2.1% | +74.5% | -72.4% | -1.3% |
| 6M | -14.7% | +67.7% | -82.4% | -17.6% |
| YTD | -35.7% | +179.2% | -214.9% | -40.7% |
| 1Y | -37.1% | +170.0% | -207.1% | -42.3% |
| All | -17.4% | +64.9% | -82.3% | -25.0% |
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 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