+330.8%
PBF vs FLR
+11.0%
+319.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.3% |
| 7D | +4.3% | +5.4% | -1.1% | +2.0% |
| 30D | +22.0% | +11.4% | +10.6% | +15.0% |
| 3M | +74.5% | +11.4% | +63.1% | +63.0% |
| 6M | +67.7% | +16.6% | +51.0% | +48.5% |
| YTD | +179.2% | +41.7% | +137.5% | +123.9% |
| 1Y | +170.0% | +35.4% | +134.6% | +116.8% |
| 3Y | +66.4% | +57.3% | +9.1% | +13.0% |
| 5Y | +764.5% | +241.0% | +523.5% | +293.4% |
| 10Y | +358.5% | +16.6% | +341.9% | +175.0% |
| All | +330.8% | +11.0% | +319.8% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling