+87.4%
PBF vs FE
+6.2%
+81.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.8% |
| 7D | -13.8% | 0.0% | -13.7% | -13.8% |
| 30D | -19.6% | +5.2% | -24.8% | -18.2% |
| 3M | +10.3% | 0.0% | +10.3% | +10.0% |
| 6M | +63.4% | +5.0% | +58.4% | +65.3% |
| YTD | +152.6% | +7.9% | +144.7% | +137.4% |
| 1Y | +87.4% | +6.3% | +81.0% | +76.8% |
| All | +87.4% | +6.2% | +81.2% | +76.8% |
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