+59.3%
PBF vs FWONK
+44.6%
+14.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +11.7% | -7.7% | +19.5% | +12.2% |
| 3M | +91.1% | +5.7% | +85.4% | +90.0% |
| 6M | +88.4% | +13.5% | +75.0% | +85.1% |
| YTD | +194.1% | -3.0% | +197.0% | +199.0% |
| 1Y | +180.4% | -6.4% | +186.8% | +188.1% |
| 3Y | +59.3% | +43.8% | +15.5% | +50.5% |
| All | +59.3% | +44.6% | +14.7% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling