+77.2%
PBF vs FLR
+35.7%
+41.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | +6.5% | +5.4% | +1.1% | +5.5% |
| 30D | -20.0% | +2.8% | -22.8% | -20.4% |
| 3M | -3.3% | -6.4% | +3.1% | -2.4% |
| 6M | +76.8% | +8.8% | +68.0% | +72.3% |
| YTD | +168.9% | +23.6% | +145.4% | +147.6% |
| 1Y | +96.4% | +13.8% | +82.6% | +84.5% |
| 3Y | +77.2% | +36.5% | +40.7% | +33.4% |
| All | +77.2% | +35.7% | +41.5% | +33.4% |
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