+24.2%
FIX vs PBF
+90.5%
-66.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | +9.4% | +6.5% | +3.0% | +8.8% |
| 30D | -27.8% | -20.0% | -7.8% | -27.2% |
| 3M | -35.6% | -3.3% | -32.2% | -35.2% |
| 6M | -45.2% | +76.8% | -122.0% | -42.4% |
| YTD | +19.5% | +168.9% | -149.5% | +21.0% |
| 1Y | +24.2% | +96.4% | -72.1% | +37.9% |
| All | +24.2% | +90.5% | -66.2% | +37.9% |
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