+5,892.0%
FIX vs PBF
+355.1%
+5,536.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +6.0% | +4.3% | +1.7% | +5.2% |
| 30D | -7.2% | +22.0% | -29.2% | -10.7% |
| 3M | -15.9% | +74.5% | -90.3% | -24.5% |
| 6M | +12.7% | +67.7% | -54.9% | +0.1% |
| YTD | +72.8% | +179.2% | -106.4% | +38.0% |
| 1Y | +122.9% | +170.0% | -47.1% | +77.1% |
| 3Y | +774.3% | +66.4% | +707.9% | +629.8% |
| 5Y | +2,049.5% | +764.5% | +1,285.0% | +1,064.3% |
| All | +5,892.0% | +355.1% | +5,536.9% | +2,928.1% |
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