+330.8%
PBF vs FDS
+272.5%
+58.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.1% |
| 7D | +4.3% | -1.9% | +6.2% | +5.0% |
| 30D | +22.0% | +9.0% | +13.0% | +17.3% |
| 3M | +74.5% | +18.9% | +55.6% | +59.0% |
| 6M | +67.7% | +35.1% | +32.6% | +42.0% |
| YTD | +179.2% | +5.5% | +173.7% | +161.8% |
| 1Y | +170.0% | -16.8% | +186.8% | +182.1% |
| 3Y | +66.4% | -28.1% | +94.4% | +84.2% |
| 5Y | +764.5% | -17.4% | +781.9% | +731.0% |
| 10Y | +358.5% | +85.4% | +273.1% | +161.6% |
| All | +330.8% | +272.5% | +58.3% | +87.1% |
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