+280.3%
FITB vs PBF
+364.0%
-83.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -5.1% | +15.8% | -21.0% | -8.7% |
| 3M | +3.5% | +90.3% | -86.7% | -12.4% |
| 6M | +17.2% | +102.8% | -85.6% | -4.2% |
| YTD | +17.6% | +187.3% | -169.7% | -13.0% |
| 1Y | +23.4% | +161.8% | -138.5% | -8.1% |
| 3Y | +129.7% | +55.5% | +74.3% | +85.1% |
| 5Y | +68.4% | +801.9% | -733.5% | -24.4% |
| All | +280.3% | +364.0% | -83.7% | +59.4% |
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