+750.5%
PBF vs FWONK
+97.7%
+652.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +11.7% | -7.7% | +19.5% | +13.7% |
| 3M | +91.1% | +5.7% | +85.4% | +87.9% |
| 6M | +88.4% | +13.5% | +75.0% | +80.3% |
| YTD | +194.1% | -3.0% | +197.0% | +194.8% |
| 1Y | +180.4% | -6.4% | +186.8% | +184.7% |
| 3Y | +59.3% | +43.8% | +15.5% | +36.6% |
| All | +750.5% | +97.7% | +652.8% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling