+111.0%
PBF vs FDS
+31.1%
+79.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -6.5% |
| 7D | -0.9% | +9.4% | -10.3% | -0.6% |
| 30D | -13.7% | +23.8% | -37.5% | -13.0% |
| 3M | +10.6% | +25.1% | -14.5% | +11.8% |
| 6M | +61.2% | +53.8% | +7.4% | +60.8% |
| YTD | +172.7% | +19.6% | +153.2% | +163.9% |
| 1Y | +111.0% | +31.6% | +79.4% | +112.6% |
| All | +111.0% | +31.1% | +79.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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