+249.4%
PBF vs FDS
+127.0%
+122.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.6% |
| 7D | +4.3% | -2.6% | +6.8% | +5.3% |
| 30D | -21.8% | +14.1% | -35.9% | -25.8% |
| 3M | +1.7% | +19.8% | -18.0% | -6.0% |
| 6M | +69.8% | +55.0% | +14.8% | +37.6% |
| YTD | +167.7% | +15.9% | +151.8% | +142.1% |
| 1Y | +89.0% | +24.2% | +64.8% | +64.1% |
| 3Y | +78.8% | -24.0% | +102.8% | +95.6% |
| 5Y | +415.4% | -23.3% | +438.8% | +438.4% |
| All | +249.4% | +127.0% | +122.4% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling