+56.0%
PBF vs FLR
+60.4%
-4.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +3.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | +24.9% | -0.7% | +25.5% | +24.8% |
| 3M | +81.9% | +14.3% | +67.5% | +76.7% |
| 6M | +79.4% | +25.6% | +53.8% | +68.9% |
| YTD | +188.3% | +42.9% | +145.4% | +160.5% |
| 1Y | +177.3% | +38.7% | +138.5% | +148.7% |
| 3Y | +56.0% | +61.8% | -5.8% | +24.5% |
| All | +56.0% | +60.4% | -4.4% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling