+420.4%
PBF vs FE
+47.0%
+373.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +6.5% | +1.2% | +5.2% | +6.2% |
| 30D | -20.0% | +4.5% | -24.5% | -20.7% |
| 3M | -3.3% | +1.3% | -4.7% | -3.7% |
| 6M | +76.8% | +8.7% | +68.1% | +72.7% |
| YTD | +168.9% | +9.2% | +159.7% | +160.0% |
| 1Y | +96.4% | +7.0% | +89.4% | +91.0% |
| 3Y | +77.2% | +51.4% | +25.8% | +47.2% |
| All | +420.4% | +47.0% | +373.4% | +316.2% |
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