+491.7%
FITB vs PBF
+303.9%
+187.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | -4.7% | +22.0% | -26.7% | -9.3% |
| 3M | +6.7% | +74.5% | -67.8% | -7.5% |
| 6M | +12.6% | +67.7% | -55.1% | -3.4% |
| YTD | +19.1% | +179.2% | -160.1% | -10.3% |
| 1Y | +22.6% | +170.0% | -147.4% | -8.4% |
| 3Y | +127.1% | +66.4% | +60.7% | +81.0% |
| 5Y | +71.8% | +764.5% | -692.7% | -18.6% |
| 10Y | +287.2% | +358.5% | -71.3% | +67.4% |
| All | +491.7% | +303.9% | +187.8% | +151.4% |
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