-29.1%
FN vs PBF
+94.2%
-123.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.4% | +3.1% | -4.2% |
| 7D | 0.0% | -13.8% | +13.7% | 0.0% |
| 30D | -34.3% | -19.6% | -14.7% | -34.3% |
| 3M | -39.9% | +10.3% | -50.1% | -39.0% |
| 6M | -51.8% | +63.4% | -115.3% | -49.9% |
| YTD | -28.1% | +152.6% | -180.8% | -27.5% |
| 1Y | -29.1% | +87.4% | -116.4% | -20.3% |
| All | -29.1% | +94.2% | -123.2% | -20.3% |
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 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