+9,823.8%
FIX vs PBF
+265.5%
+9,558.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.4% | +0.6% | -5.4% |
| 7D | -17.5% | -13.8% | -3.7% | -15.0% |
| 30D | -41.6% | -19.6% | -22.0% | -39.3% |
| 3M | -40.6% | +10.3% | -50.8% | -41.9% |
| 6M | -49.4% | +63.4% | -112.8% | -54.2% |
| YTD | +9.2% | +152.6% | -143.5% | -11.2% |
| 1Y | +6.5% | +87.4% | -80.9% | -8.6% |
| 3Y | +448.7% | +63.3% | +385.5% | +360.4% |
| 5Y | +948.7% | +412.5% | +536.2% | +548.5% |
| 10Y | +3,659.7% | +282.5% | +3,377.2% | +1,857.7% |
| All | +9,823.8% | +265.5% | +9,558.3% | +4,636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling