+6.5%
FIX vs PBF
+94.2%
-87.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.6% |
| 7D | -17.5% | -13.8% | -3.7% | -16.5% |
| 30D | -41.6% | -19.6% | -22.0% | -40.7% |
| 3M | -40.6% | +10.3% | -50.8% | -39.8% |
| 6M | -49.4% | +63.4% | -112.8% | -47.0% |
| YTD | +9.2% | +152.6% | -143.5% | +8.5% |
| 1Y | +6.5% | +87.4% | -80.9% | +13.9% |
| All | +6.5% | +94.2% | -87.7% | +13.9% |
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 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