-39.8%
FIS vs PBF
+59.0%
-98.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -25.5% | -13.8% | -11.7% | -24.6% |
| 30D | -15.1% | -19.6% | +4.6% | -13.8% |
| 3M | -32.1% | +10.3% | -42.4% | -32.3% |
| 6M | -36.1% | +63.4% | -99.5% | -37.8% |
| YTD | -55.4% | +152.6% | -208.0% | -58.4% |
| 1Y | -53.9% | +87.4% | -141.2% | -55.9% |
| 3Y | -39.8% | +63.3% | -103.0% | -45.0% |
| All | -39.8% | +59.0% | -98.8% | -45.0% |
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