+96.4%
PBF vs FGI
+17.8%
+78.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.6% | +0.9% |
| 7D | +6.5% | -14.4% | +20.9% | +6.7% |
| 30D | -20.0% | -11.8% | -8.2% | -19.9% |
| 3M | -3.3% | -46.2% | +42.9% | -2.6% |
| 6M | +76.8% | +5.2% | +71.6% | +74.7% |
| YTD | +168.9% | +10.5% | +158.4% | +163.4% |
| 1Y | +96.4% | +25.5% | +70.9% | +89.5% |
| All | +96.4% | +17.8% | +78.6% | +89.5% |
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