+2,744.6%
FN vs PBF
+294.5%
+2,450.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.7% | +0.7% | -5.1% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -24.7% | -13.7% | -11.0% | -23.5% |
| 3M | -35.7% | +10.6% | -46.3% | -36.8% |
| 6M | -52.4% | +61.2% | -113.6% | -55.8% |
| YTD | -25.0% | +172.7% | -197.7% | -36.2% |
| 1Y | -25.7% | +111.0% | -136.7% | -34.6% |
| 3Y | +110.2% | +73.6% | +36.7% | +83.3% |
| 5Y | +192.3% | +479.7% | -287.3% | +104.9% |
| 10Y | +812.3% | +312.9% | +499.4% | +477.3% |
| All | +2,744.6% | +294.5% | +2,450.1% | +1,636.2% |
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 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