+14.4%
FIX vs PBF
+120.1%
-105.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.7% | -8.4% | -14.7% |
| 7D | -18.9% | -0.9% | -18.0% | -18.7% |
| 30D | -36.3% | -13.7% | -22.6% | -35.8% |
| 3M | -38.5% | +10.6% | -49.1% | -38.1% |
| 6M | -42.3% | +61.2% | -103.4% | -40.2% |
| YTD | +17.1% | +172.7% | -155.6% | +17.1% |
| 1Y | +14.4% | +111.0% | -96.6% | +19.9% |
| All | +14.4% | +120.1% | -105.7% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling