+63.3%
PBF vs FE
+42.7%
+20.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.7% |
| 7D | -13.8% | -1.0% | -12.7% | -13.8% |
| 30D | -19.6% | +4.1% | -23.8% | -19.4% |
| 3M | +10.3% | -1.0% | +11.3% | +10.2% |
| 6M | +63.4% | +4.0% | +59.4% | +63.4% |
| YTD | +152.6% | +6.8% | +145.8% | +150.3% |
| 1Y | +87.4% | +5.3% | +82.1% | +85.7% |
| 3Y | +63.3% | +44.6% | +18.7% | +49.3% |
| All | +63.3% | +42.7% | +20.6% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling