+56.0%
PBF vs FND
-49.6%
+105.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +3.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +24.9% | -23.6% | +48.4% | +27.7% |
| 3M | +81.9% | +4.3% | +77.5% | +77.7% |
| 6M | +79.4% | -20.3% | +99.6% | +83.2% |
| YTD | +188.3% | -21.3% | +209.6% | +193.0% |
| 1Y | +177.3% | -45.4% | +222.6% | +212.3% |
| 3Y | +56.0% | -48.9% | +104.9% | +57.0% |
| All | +56.0% | -49.6% | +105.6% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling