-32.8%
FPS vs PBF
+98.1%
-130.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.1% |
| 7D | -24.5% | -13.8% | -10.8% | -24.0% |
| 30D | -52.1% | -19.6% | -32.5% | -51.7% |
| 3M | -48.4% | +10.3% | -58.6% | -46.7% |
| 6M | -54.4% | +63.4% | -117.8% | -49.4% |
| All | -32.8% | +98.1% | -130.9% | -36.7% |
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