+3,653.2%
FIX vs PBF
+276.6%
+3,376.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.7% |
| 7D | -17.5% | -13.8% | -3.7% | -14.9% |
| 30D | -41.6% | -19.6% | -22.0% | -39.2% |
| 3M | -40.6% | +10.3% | -50.8% | -41.9% |
| 6M | -49.4% | +63.4% | -112.8% | -54.2% |
| YTD | +9.2% | +152.6% | -143.5% | -11.5% |
| 1Y | +6.5% | +87.4% | -80.9% | -8.8% |
| 3Y | +448.7% | +63.3% | +385.5% | +358.8% |
| 5Y | +948.7% | +412.5% | +536.2% | +536.5% |
| All | +3,653.2% | +276.6% | +3,376.6% | +1,783.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling