+170.0%
PBF vs FGI
+81.8%
+88.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.5% |
| 7D | +4.3% | +0.5% | +3.8% | +4.3% |
| 30D | +22.0% | +65.4% | -43.4% | +17.8% |
| 3M | +74.5% | +23.5% | +51.0% | +69.8% |
| 6M | +67.7% | +60.5% | +7.2% | +57.4% |
| YTD | +179.2% | +30.0% | +149.2% | +164.1% |
| 1Y | +170.0% | +82.1% | +87.9% | +137.2% |
| All | +170.0% | +81.8% | +88.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling