+282.0%
FITB vs PBF
+367.4%
-85.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.0% | +2.3% | -3.3% | -1.5% |
| 30D | -5.5% | +11.6% | -17.1% | -8.2% |
| 3M | +4.1% | +81.7% | -77.6% | -10.9% |
| 6M | +18.7% | +96.4% | -77.7% | -2.2% |
| YTD | +18.2% | +189.5% | -171.3% | -12.7% |
| 1Y | +23.7% | +180.7% | -157.1% | -9.4% |
| 3Y | +130.8% | +56.6% | +74.1% | +85.6% |
| 5Y | +69.8% | +802.0% | -732.2% | -23.8% |
| All | +282.0% | +367.4% | -85.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling