+170.0%
PBF vs FND
-36.4%
+206.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -0.9% |
| 7D | +4.3% | -5.2% | +9.5% | +3.0% |
| 30D | +22.0% | -19.9% | +41.9% | +15.7% |
| 3M | +74.5% | +2.7% | +71.8% | +76.9% |
| 6M | +67.7% | -21.7% | +89.4% | +74.3% |
| YTD | +179.2% | -17.5% | +196.7% | +186.2% |
| 1Y | +170.0% | -39.3% | +209.3% | +195.0% |
| All | +170.0% | -36.4% | +206.4% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling