+180.7%
PBF vs FND
-45.8%
+226.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.3% |
| 7D | +2.3% | -5.1% | +7.4% | +1.0% |
| 30D | +11.6% | -22.5% | +34.1% | +4.6% |
| 3M | +81.7% | -5.0% | +86.7% | +80.3% |
| 6M | +96.4% | -21.5% | +118.0% | +98.8% |
| YTD | +189.5% | -23.0% | +212.5% | +191.7% |
| 1Y | +180.7% | -44.9% | +225.6% | +205.0% |
| All | +180.7% | -45.8% | +226.6% | +205.0% |
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