+111.0%
PBF vs FWONK
+0.2%
+110.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -5.0% |
| 7D | -0.9% | +8.9% | -9.8% | +3.0% |
| 30D | -13.7% | +4.1% | -17.8% | -12.3% |
| 3M | +10.6% | +2.6% | +8.0% | +11.8% |
| 6M | +61.2% | +12.2% | +49.0% | +74.6% |
| YTD | +172.7% | +0.4% | +172.3% | +204.6% |
| 1Y | +111.0% | -1.8% | +112.8% | +150.5% |
| All | +111.0% | +0.2% | +110.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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