-22.6%
FPS vs PBF
+113.8%
-136.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.7% | -10.6% | -17.2% |
| 7D | -23.3% | -0.9% | -22.4% | -23.1% |
| 30D | -42.4% | -13.7% | -28.7% | -42.3% |
| 3M | -43.0% | +10.6% | -53.7% | -41.9% |
| 6M | -44.5% | +61.2% | -105.7% | -38.8% |
| All | -22.6% | +113.8% | -136.4% | -27.4% |
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