+330.8%
PBF vs FE
+104.6%
+226.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +4.3% | +1.9% | +2.4% | +3.5% |
| 30D | +22.0% | -1.2% | +23.1% | +22.3% |
| 3M | +74.5% | +3.5% | +71.0% | +71.5% |
| 6M | +67.7% | -6.1% | +73.7% | +70.6% |
| YTD | +179.2% | +7.6% | +171.6% | +168.0% |
| 1Y | +170.0% | +11.9% | +158.1% | +154.4% |
| 3Y | +66.4% | +48.4% | +17.9% | +35.8% |
| 5Y | +764.5% | +44.8% | +719.7% | +605.6% |
| 10Y | +358.5% | +115.9% | +242.6% | +239.3% |
| All | +330.8% | +104.6% | +226.2% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling