+140.7%
FITB vs PBF
+69.3%
+71.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.2% |
| 7D | +0.5% | -15.3% | +15.8% | +2.1% |
| 30D | +7.0% | -21.8% | +28.8% | +9.4% |
| 3M | -4.4% | -0.2% | -4.2% | -5.1% |
| 6M | +11.6% | +63.6% | -52.1% | +3.6% |
| YTD | +18.6% | +147.5% | -128.9% | +1.0% |
| 1Y | +29.8% | +69.8% | -40.0% | +17.6% |
| 3Y | +140.7% | +65.3% | +75.4% | +93.1% |
| All | +140.7% | +69.3% | +71.4% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling