+2.9%
FIS vs PBF
+258.1%
-255.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.5% |
| 7D | -27.4% | -15.3% | -12.1% | -25.9% |
| 30D | -16.8% | -21.8% | +5.0% | -14.5% |
| 3M | -32.6% | -0.2% | -32.4% | -32.8% |
| 6M | -33.4% | +63.6% | -97.0% | -37.5% |
| YTD | -56.0% | +147.5% | -203.6% | -61.1% |
| 1Y | -55.1% | +69.8% | -124.9% | -58.6% |
| 3Y | -41.4% | +65.3% | -106.7% | -47.5% |
| 5Y | -72.7% | +393.4% | -466.0% | -79.4% |
| 10Y | -55.5% | +240.3% | -295.8% | -70.1% |
| All | +2.9% | +258.1% | -255.1% | -34.4% |
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