+718.6%
PBF vs FE
+45.0%
+673.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +4.3% | +1.9% | +2.4% | +3.9% |
| 30D | +22.0% | -1.2% | +23.1% | +22.2% |
| 3M | +74.5% | +3.5% | +71.0% | +72.7% |
| 6M | +67.7% | -6.1% | +73.7% | +69.4% |
| YTD | +179.2% | +7.6% | +171.6% | +171.3% |
| 1Y | +170.0% | +11.9% | +158.1% | +158.7% |
| 3Y | +66.4% | +48.4% | +17.9% | +40.5% |
| All | +718.6% | +45.0% | +673.6% | +577.0% |
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 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