+206.9%
FN vs PBF
+407.7%
-200.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.4% | +8.5% | +11.6% |
| 7D | +16.3% | -7.4% | +23.6% | +17.2% |
| 30D | -24.7% | -17.5% | -7.3% | -23.5% |
| 3M | -34.9% | +13.1% | -48.1% | -35.7% |
| 6M | -41.1% | +72.6% | -113.7% | -44.0% |
| YTD | -19.6% | +161.2% | -180.8% | -28.0% |
| 1Y | -18.5% | +93.3% | -111.9% | -24.4% |
| 3Y | +119.1% | +80.7% | +38.4% | +94.1% |
| 5Y | +206.9% | +396.1% | -189.2% | +159.2% |
| All | +206.9% | +407.7% | -200.8% | +159.2% |
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