+2,105.4%
FIX vs PBF
+772.7%
+1,332.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +6.0% | +4.3% | +1.7% | +5.5% |
| 30D | -7.2% | +22.0% | -29.2% | -9.4% |
| 3M | -15.9% | +74.5% | -90.3% | -21.0% |
| 6M | +12.7% | +67.7% | -54.9% | +5.2% |
| YTD | +72.8% | +179.2% | -106.4% | +49.8% |
| 1Y | +122.9% | +170.0% | -47.1% | +92.6% |
| 3Y | +774.3% | +66.4% | +707.9% | +671.5% |
| All | +2,105.4% | +772.7% | +1,332.8% | +1,377.1% |
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