+111.0%
PBF vs FE
+6.1%
+104.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.6% | -6.7% |
| 7D | -0.9% | +1.7% | -2.6% | -0.4% |
| 30D | -13.7% | +8.1% | -21.8% | -11.4% |
| 3M | +10.6% | -1.3% | +11.9% | +10.1% |
| 6M | +61.2% | +2.9% | +58.3% | +61.5% |
| YTD | +172.7% | +8.6% | +164.2% | +156.5% |
| 1Y | +111.0% | +6.3% | +104.7% | +100.1% |
| All | +111.0% | +6.1% | +104.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling