+168.5%
PBF vs FE
+11.8%
+156.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.6% |
| 7D | +4.3% | +1.9% | +2.4% | +5.3% |
| 30D | +22.0% | -1.2% | +23.1% | +21.6% |
| 3M | +74.5% | +3.5% | +71.0% | +77.4% |
| 6M | +67.7% | -6.1% | +73.7% | +61.5% |
| YTD | +179.2% | +7.6% | +171.6% | +181.6% |
| All | +168.5% | +11.8% | +156.7% | +186.7% |
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