+80.7%
PBF vs FGI
0.0%
+80.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.7% |
| 6M | +72.6% | +17.2% | +55.4% | +68.4% |
| YTD | +161.2% | +31.6% | +129.6% | +149.6% |
| 1Y | +93.3% | +45.1% | +48.3% | +82.7% |
| 3Y | +80.7% | -2.0% | +82.6% | +64.0% |
| All | +80.7% | 0.0% | +80.7% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling