+50.6%
FIS vs PBF
+303.9%
-253.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +4.3% | -3.2% | +0.6% |
| 30D | -2.2% | +22.0% | -24.2% | -4.4% |
| 3M | +2.1% | +74.5% | -72.4% | -4.5% |
| 6M | -14.7% | +67.7% | -82.4% | -20.5% |
| YTD | -35.7% | +179.2% | -214.9% | -43.8% |
| 1Y | -37.1% | +170.0% | -207.1% | -45.2% |
| 3Y | -20.0% | +66.4% | -86.4% | -28.3% |
| 5Y | -62.1% | +764.5% | -826.6% | -73.4% |
| 10Y | -37.4% | +358.5% | -395.9% | -59.5% |
| All | +50.6% | +303.9% | -253.3% | -5.2% |
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