+289.8%
PBF vs FE
+103.1%
+186.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -13.8% | -1.0% | -12.7% | -13.4% |
| 30D | -19.6% | +4.1% | -23.8% | -20.9% |
| 3M | +10.3% | -1.0% | +11.3% | +10.4% |
| 6M | +63.4% | +4.0% | +59.4% | +60.0% |
| YTD | +152.6% | +6.8% | +145.8% | +143.0% |
| 1Y | +87.4% | +5.3% | +82.1% | +81.3% |
| 3Y | +63.3% | +44.6% | +18.7% | +34.9% |
| 5Y | +412.5% | +44.2% | +368.3% | +319.5% |
| 10Y | +282.5% | +107.3% | +175.2% | +186.6% |
| All | +289.8% | +103.1% | +186.7% | +193.6% |
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