+420.4%
PBF vs FND
-63.9%
+484.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +6.5% | -6.8% | +13.3% | +7.1% |
| 30D | -20.0% | +8.0% | -28.0% | -20.8% |
| 3M | -3.3% | -18.9% | +15.6% | -1.6% |
| 6M | +76.8% | +4.7% | +72.1% | +72.5% |
| YTD | +168.9% | -21.6% | +190.5% | +171.7% |
| 1Y | +96.4% | -22.0% | +118.4% | +98.3% |
| 3Y | +77.2% | -40.4% | +117.6% | +84.7% |
| All | +420.4% | -63.9% | +484.3% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling