+13.8%
FIX vs PBF
+82.1%
-68.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | -0.2% |
| 7D | -13.9% | -15.3% | +1.3% | -12.8% |
| 30D | -35.5% | -21.8% | -13.8% | -34.5% |
| 3M | -33.9% | -0.2% | -33.7% | -33.0% |
| 6M | -43.3% | +63.6% | -106.9% | -40.3% |
| YTD | +18.7% | +147.5% | -128.9% | +19.0% |
| 1Y | +13.8% | +69.8% | -56.1% | +27.2% |
| All | +13.8% | +82.1% | -68.4% | +27.2% |
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 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