+948.1%
FIX vs PBF
+407.6%
+540.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.6% |
| 7D | -17.5% | -13.8% | -3.7% | -15.9% |
| 30D | -41.6% | -19.6% | -22.0% | -40.1% |
| 3M | -40.6% | +10.3% | -50.8% | -41.2% |
| 6M | -49.4% | +63.4% | -112.8% | -52.0% |
| YTD | +9.2% | +152.6% | -143.5% | -3.6% |
| 1Y | +6.5% | +87.4% | -80.9% | -2.4% |
| 3Y | +448.7% | +63.3% | +385.5% | +387.2% |
| All | +948.1% | +407.6% | +540.4% | +698.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling