-25.7%
FN vs PBF
+120.1%
-145.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.7% | +0.7% | -6.0% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -24.7% | -13.7% | -11.0% | -24.8% |
| 3M | -35.7% | +10.6% | -46.3% | -34.9% |
| 6M | -52.4% | +61.2% | -113.6% | -50.7% |
| YTD | -25.0% | +172.7% | -197.7% | -22.7% |
| 1Y | -25.7% | +111.0% | -136.7% | -18.4% |
| All | -25.7% | +120.1% | -145.7% | -18.4% |
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