+489.2%
FITB vs PBF
+258.1%
+231.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.8% |
| 7D | +0.5% | -15.3% | +15.8% | +4.1% |
| 30D | +7.0% | -21.8% | +28.8% | +12.4% |
| 3M | -4.4% | -0.2% | -4.2% | -5.7% |
| 6M | +11.6% | +63.6% | -52.1% | -3.2% |
| YTD | +18.6% | +147.5% | -128.9% | -9.3% |
| 1Y | +29.8% | +69.8% | -40.0% | +8.1% |
| 3Y | +140.7% | +65.3% | +75.4% | +90.0% |
| 5Y | +48.6% | +393.4% | -344.8% | -18.6% |
| 10Y | +224.4% | +240.3% | -15.9% | +47.8% |
| All | +489.2% | +258.1% | +231.1% | +154.4% |
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 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