+341.8%
PBF vs FLR
+19.7%
+322.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +5.3% | -3.5% | +8.8% | +6.9% |
| 30D | +11.7% | +4.2% | +7.6% | +9.8% |
| 3M | +91.1% | +8.1% | +83.0% | +81.9% |
| 6M | +88.4% | +21.5% | +66.9% | +64.2% |
| YTD | +194.1% | +36.8% | +157.3% | +139.7% |
| 1Y | +180.4% | +31.2% | +149.2% | +128.5% |
| 3Y | +59.3% | +53.9% | +5.4% | +9.2% |
| 5Y | +816.3% | +243.0% | +573.2% | +315.0% |
| All | +341.8% | +19.7% | +322.0% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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