+3,644.4%
FIX vs PBF
+231.7%
+3,412.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | +0.3% |
| 7D | -13.9% | -15.3% | +1.3% | -11.0% |
| 30D | -35.5% | -21.8% | -13.8% | -32.5% |
| 3M | -33.9% | -0.2% | -33.7% | -34.1% |
| 6M | -43.3% | +63.6% | -106.9% | -48.7% |
| YTD | +18.7% | +147.5% | -128.9% | -3.3% |
| 1Y | +13.8% | +69.8% | -56.1% | -0.6% |
| 3Y | +495.0% | +65.3% | +429.7% | +396.6% |
| 5Y | +1,049.0% | +393.4% | +655.7% | +604.5% |
| 10Y | +3,644.4% | +240.3% | +3,404.1% | +1,857.2% |
| All | +3,644.4% | +231.7% | +3,412.7% | +1,857.2% |
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 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