+71.1%
FITB vs PBF
+735.5%
-664.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -1.1% |
| 7D | +2.8% | +2.4% | +0.5% | +2.5% |
| 30D | -4.5% | +24.9% | -29.4% | -7.7% |
| 3M | +5.7% | +81.9% | -76.2% | -4.3% |
| 6M | +17.1% | +79.4% | -62.3% | +5.0% |
| YTD | +18.3% | +188.3% | -170.0% | -3.0% |
| 1Y | +23.9% | +177.3% | -153.4% | +1.1% |
| 3Y | +131.1% | +56.0% | +75.1% | +99.4% |
| 5Y | +71.1% | +804.0% | -732.9% | -1.1% |
| All | +71.1% | +735.5% | -664.4% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling