+203.1%
FITB vs PBF
+259.1%
-56.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.4% |
| 7D | +0.8% | +4.3% | -3.4% | -0.2% |
| 30D | +7.3% | -21.8% | +29.1% | +12.9% |
| 3M | -6.3% | +1.7% | -8.0% | -8.1% |
| 6M | +12.6% | +69.8% | -57.2% | -3.6% |
| YTD | +18.0% | +167.7% | -149.8% | -12.4% |
| 1Y | +28.9% | +89.0% | -60.1% | +3.9% |
| 3Y | +139.4% | +78.8% | +60.6% | +83.7% |
| 5Y | +47.2% | +415.4% | -368.2% | -23.0% |
| All | +203.1% | +259.1% | -56.0% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling