+801.9%
PBF vs FLR
+245.1%
+556.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.7% |
| 7D | +1.4% | -3.1% | +4.5% | +2.4% |
| 30D | +15.8% | +4.9% | +10.9% | +14.1% |
| 3M | +90.3% | +10.8% | +79.5% | +81.3% |
| 6M | +102.8% | +19.7% | +83.2% | +83.1% |
| YTD | +187.3% | +38.4% | +149.0% | +141.6% |
| 1Y | +161.8% | +34.7% | +127.2% | +118.1% |
| 3Y | +55.5% | +56.7% | -1.2% | +5.0% |
| 5Y | +801.9% | +241.6% | +560.3% | +235.2% |
| All | +801.9% | +245.1% | +556.8% | +235.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling