+492.6%
FITB vs PBF
+289.1%
+203.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | +2.8% | +6.5% | -3.7% | +1.3% |
| 30D | +9.8% | -20.0% | +29.8% | +14.8% |
| 3M | -5.2% | -3.3% | -1.8% | -5.8% |
| 6M | +17.3% | +76.8% | -59.5% | +0.1% |
| YTD | +19.3% | +168.9% | -149.6% | -10.5% |
| 1Y | +32.7% | +96.4% | -63.7% | +6.9% |
| 3Y | +141.6% | +77.2% | +64.4% | +87.8% |
| 5Y | +48.9% | +417.7% | -368.9% | -19.2% |
| 10Y | +216.5% | +264.7% | -48.2% | +41.9% |
| All | +492.6% | +289.1% | +203.5% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling