+3,759.0%
FIX vs PBF
+261.5%
+3,497.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.8% | +4.0% |
| 7D | +6.4% | -4.0% | +10.4% | +7.4% |
| 30D | -29.1% | -18.0% | -11.1% | -26.4% |
| 3M | -31.1% | +0.9% | -32.1% | -31.5% |
| 6M | -42.8% | +65.7% | -108.5% | -48.4% |
| YTD | +24.6% | +161.9% | -137.2% | +0.5% |
| 1Y | +21.9% | +77.8% | -55.8% | +5.7% |
| 3Y | +524.9% | +74.9% | +450.1% | +416.3% |
| 5Y | +1,092.2% | +423.4% | +668.8% | +623.2% |
| 10Y | +3,759.0% | +255.2% | +3,503.9% | +1,903.4% |
| All | +3,759.0% | +261.5% | +3,497.6% | +1,903.4% |
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