+284.5%
PBF vs FE
+107.4%
+177.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -13.8% | 0.0% | -13.7% | -13.8% |
| 30D | -19.6% | +5.2% | -24.8% | -21.3% |
| 3M | +10.3% | 0.0% | +10.3% | +10.0% |
| 6M | +63.4% | +5.0% | +58.4% | +59.1% |
| YTD | +152.6% | +7.9% | +144.7% | +141.3% |
| 1Y | +87.4% | +6.3% | +81.0% | +80.1% |
| 3Y | +63.3% | +46.0% | +17.2% | +31.9% |
| 5Y | +412.5% | +45.6% | +366.8% | +309.0% |
| All | +284.5% | +107.4% | +177.2% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling