+654.9%
PBF vs FRSH
-72.4%
+727.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +1.4% | -9.6% | +10.9% | +2.6% |
| 30D | +15.8% | -0.4% | +16.3% | +15.7% |
| 3M | +90.3% | +27.2% | +63.1% | +84.1% |
| 6M | +102.8% | +42.2% | +60.6% | +93.1% |
| YTD | +187.3% | -2.6% | +189.9% | +184.3% |
| 1Y | +161.8% | -10.2% | +172.0% | +161.4% |
| 3Y | +55.5% | -45.5% | +101.0% | +60.1% |
| All | +654.9% | -72.4% | +727.3% | +677.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling