+289.8%
PBF vs FDS
+304.5%
-14.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.2% |
| 7D | -13.8% | -0.5% | -13.2% | -13.8% |
| 30D | -19.6% | +20.2% | -39.8% | -25.6% |
| 3M | +10.3% | +19.9% | -9.6% | +1.1% |
| 6M | +63.4% | +56.2% | +7.3% | +29.9% |
| YTD | +152.6% | +14.6% | +138.1% | +126.9% |
| 1Y | +87.4% | +31.6% | +55.8% | +55.8% |
| 3Y | +63.3% | -23.8% | +87.1% | +76.0% |
| 5Y | +412.5% | -22.6% | +435.0% | +423.3% |
| 10Y | +282.5% | +139.3% | +143.2% | +90.9% |
| All | +289.8% | +304.5% | -14.7% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling