+395.3%
PBF vs FE
+42.2%
+353.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -13.8% | -1.0% | -12.7% | -13.6% |
| 30D | -19.6% | +4.1% | -23.8% | -20.3% |
| 3M | +10.3% | -1.0% | +11.3% | +10.3% |
| 6M | +63.4% | +4.0% | +59.4% | +61.3% |
| YTD | +152.6% | +6.8% | +145.8% | +145.5% |
| 1Y | +87.4% | +5.3% | +82.1% | +82.9% |
| 3Y | +63.3% | +44.6% | +18.7% | +38.5% |
| All | +395.3% | +42.2% | +353.1% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling