+4.4%
FIS vs PBF
+265.5%
-261.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -25.5% | -13.8% | -11.7% | -24.1% |
| 30D | -15.1% | -19.6% | +4.6% | -13.0% |
| 3M | -32.1% | +10.3% | -42.4% | -33.0% |
| 6M | -36.1% | +63.4% | -99.5% | -40.0% |
| YTD | -55.4% | +152.6% | -208.0% | -60.6% |
| 1Y | -53.9% | +87.4% | -141.2% | -58.0% |
| 3Y | -39.8% | +63.3% | -103.0% | -46.0% |
| 5Y | -71.1% | +412.5% | -483.6% | -78.3% |
| 10Y | -53.8% | +282.5% | -336.3% | -69.5% |
| All | +4.4% | +265.5% | -261.0% | -33.6% |
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