+328.6%
PBF vs FND
+56.5%
+272.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +5.3% | -5.8% | +11.1% | +6.9% |
| 30D | +11.7% | -20.2% | +31.9% | +18.2% |
| 3M | +91.1% | -12.0% | +103.0% | +94.1% |
| 6M | +88.4% | -18.5% | +106.9% | +90.9% |
| YTD | +194.1% | -22.3% | +216.3% | +199.9% |
| 1Y | +180.4% | -47.6% | +228.1% | +222.3% |
| 3Y | +59.3% | -49.8% | +109.1% | +77.0% |
| 5Y | +816.3% | -63.0% | +879.2% | +950.5% |
| All | +328.6% | +56.5% | +272.1% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling