+495.0%
FIX vs PBF
+69.3%
+425.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | 0.0% |
| 7D | -13.9% | -15.3% | +1.3% | -12.1% |
| 30D | -35.5% | -21.8% | -13.8% | -33.7% |
| 3M | -33.9% | -0.2% | -33.7% | -33.7% |
| 6M | -43.3% | +63.6% | -106.9% | -45.6% |
| YTD | +18.7% | +147.5% | -128.9% | +5.3% |
| 1Y | +13.8% | +69.8% | -56.1% | +6.9% |
| 3Y | +495.0% | +65.3% | +429.7% | +408.5% |
| All | +495.0% | +69.3% | +425.7% | +408.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling