+804.0%
PBF vs FDS
-20.4%
+824.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +3.6% |
| 7D | +2.4% | -5.4% | +7.8% | +2.8% |
| 30D | +24.9% | +1.6% | +23.3% | +24.6% |
| 3M | +81.9% | +17.7% | +64.1% | +77.5% |
| 6M | +79.4% | +29.1% | +50.3% | +73.0% |
| YTD | +188.3% | +1.0% | +187.3% | +186.8% |
| 1Y | +177.3% | -21.6% | +198.9% | +190.3% |
| 3Y | +56.0% | -30.1% | +86.1% | +67.1% |
| 5Y | +804.0% | -20.7% | +824.8% | +1,108.0% |
| All | +804.0% | -20.4% | +824.4% | +1,108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling