+8.1%
FPS vs PBF
+118.9%
-110.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.3% |
| 7D | +3.1% | +4.3% | -1.2% | +3.5% |
| 30D | -18.6% | +22.0% | -40.5% | -16.8% |
| 3M | -51.5% | +74.5% | -126.0% | -46.8% |
| 6M | -8.5% | +67.7% | -76.2% | +1.5% |
| All | +8.1% | +118.9% | -110.8% | +0.9% |
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 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