+101.1%
PBF vs FBTC
+62.5%
+38.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.5% |
| 7D | +2.4% | +1.5% | +0.8% | +2.1% |
| 30D | +24.9% | +20.7% | +4.2% | +21.5% |
| 3M | +81.9% | +23.7% | +58.2% | +76.1% |
| 6M | +79.4% | +15.0% | +64.3% | +74.1% |
| YTD | +188.3% | -10.5% | +198.8% | +189.6% |
| 1Y | +177.3% | -30.3% | +207.5% | +188.2% |
| All | +101.1% | +62.5% | +38.6% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling