+804.7%
FN vs PBF
+261.5%
+543.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.1% | +5.1% |
| 7D | +8.0% | -4.0% | +12.0% | +8.7% |
| 30D | -19.1% | -18.0% | -1.2% | -17.1% |
| 3M | -29.8% | +0.9% | -30.8% | -30.1% |
| 6M | -43.2% | +65.7% | -108.9% | -47.3% |
| YTD | -18.9% | +161.9% | -180.8% | -30.7% |
| 1Y | -17.9% | +77.8% | -95.7% | -25.9% |
| 3Y | +120.1% | +74.9% | +45.3% | +91.7% |
| 5Y | +206.7% | +423.4% | -216.7% | +117.1% |
| 10Y | +804.7% | +255.2% | +549.5% | +485.3% |
| All | +804.7% | +261.5% | +543.2% | +485.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling