+88.1%
PBF vs FND
-23.4%
+111.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.1% | +0.5% |
| 7D | +3.8% | -5.1% | +8.9% | +2.2% |
| 30D | -22.2% | +9.2% | -31.4% | -19.5% |
| 3M | +1.3% | -17.7% | +19.0% | -3.6% |
| 6M | +69.0% | +2.5% | +66.5% | +74.0% |
| YTD | +166.5% | -19.8% | +186.3% | +167.3% |
| 1Y | +88.1% | -22.7% | +110.8% | +89.6% |
| All | +88.1% | -23.4% | +111.5% | +89.6% |
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