+178.7%
PBF vs FBTC
-31.4%
+210.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +15.8% | +22.3% | -6.4% | +13.9% |
| 3M | +90.3% | +26.0% | +64.3% | +86.2% |
| 6M | +102.8% | +13.2% | +89.7% | +98.2% |
| YTD | +187.3% | -10.7% | +198.1% | +183.5% |
| All | +178.7% | -31.4% | +210.1% | +180.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling