+343.9%
PBF vs FGI
-70.6%
+414.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -13.8% | -7.0% | -6.8% | -13.5% |
| 30D | -19.6% | -4.2% | -15.4% | -19.5% |
| 3M | +10.3% | +55.6% | -45.3% | +6.3% |
| 6M | +63.4% | -3.2% | +66.6% | +59.6% |
| YTD | +152.6% | +29.1% | +123.5% | +138.8% |
| 1Y | +87.4% | +51.0% | +36.4% | +74.1% |
| 3Y | +63.3% | +1.5% | +61.7% | +46.1% |
| All | +343.9% | -70.6% | +414.5% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling