+11.4%
FPS vs PBF
+126.0%
-114.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.3% |
| 7D | +10.4% | +2.4% | +8.0% | +10.6% |
| 30D | -16.5% | +24.9% | -41.4% | -14.6% |
| 3M | -45.5% | +81.9% | -127.4% | -40.1% |
| 6M | +2.1% | +79.4% | -77.3% | +11.1% |
| All | +11.4% | +126.0% | -114.6% | +4.2% |
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 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