+359.0%
PBF vs FGI
-70.0%
+429.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.3% |
| 7D | -7.4% | -1.4% | -6.0% | -7.3% |
| 30D | -17.5% | -3.2% | -14.2% | -17.4% |
| 3M | +13.1% | +64.1% | -51.0% | +8.9% |
| 6M | +72.6% | +17.2% | +55.4% | +67.4% |
| YTD | +161.2% | +31.6% | +129.6% | +146.8% |
| 1Y | +93.3% | +45.1% | +48.3% | +80.1% |
| 3Y | +80.7% | -2.0% | +82.6% | +62.5% |
| All | +359.0% | -70.0% | +429.0% | +315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling