+23.1%
FITB vs PBF
+165.4%
-142.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | -5.1% | +15.8% | -21.0% | -5.3% |
| 3M | +3.5% | +90.3% | -86.7% | +2.5% |
| 6M | +17.2% | +102.8% | -85.6% | +14.5% |
| YTD | +17.6% | +187.3% | -169.7% | +11.8% |
| All | +23.1% | +165.4% | -142.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling