+3,292.2%
FN vs PBF
+303.9%
+2,988.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.3% |
| 7D | -1.7% | +4.3% | -6.0% | -2.2% |
| 30D | -22.0% | +22.0% | -44.0% | -24.1% |
| 3M | -43.0% | +74.5% | -117.5% | -47.3% |
| 6M | -27.7% | +67.7% | -95.4% | -33.6% |
| YTD | -10.5% | +179.2% | -189.7% | -23.8% |
| 1Y | +12.5% | +170.0% | -157.5% | -4.5% |
| 3Y | +153.8% | +66.4% | +87.4% | +122.8% |
| 5Y | +288.0% | +764.5% | -476.5% | +155.2% |
| 10Y | +906.4% | +358.5% | +547.9% | +529.1% |
| All | +3,292.2% | +303.9% | +2,988.3% | +1,970.9% |
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