+105.1%
PBF vs FBTC
+60.2%
+44.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +5.3% | -3.1% | +8.4% | +5.7% |
| 30D | +11.7% | +22.0% | -10.3% | +8.5% |
| 3M | +91.1% | +21.6% | +69.4% | +85.4% |
| 6M | +88.4% | +9.2% | +79.2% | +84.4% |
| YTD | +194.1% | -11.8% | +205.8% | +195.9% |
| 1Y | +180.4% | -32.7% | +213.1% | +193.1% |
| All | +105.1% | +60.2% | +44.9% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling