+67.7%
PBF vs FDS
+37.6%
+30.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.4% |
| 7D | +4.3% | -1.9% | +6.2% | +4.3% |
| 30D | +22.0% | +9.0% | +13.0% | +22.2% |
| 3M | +74.5% | +18.9% | +55.6% | +71.3% |
| 6M | +67.7% | +35.1% | +32.6% | +60.8% |
| All | +67.7% | +37.6% | +30.1% | +60.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling