+76.8%
PBF vs FBTC
-14.2%
+91.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | -0.3% |
| 7D | +6.5% | -9.2% | +15.6% | +4.4% |
| 30D | -20.0% | -15.8% | -4.2% | -22.7% |
| 3M | -3.3% | +8.7% | -12.0% | -3.6% |
| 6M | +76.8% | -13.6% | +90.4% | +60.5% |
| All | +76.8% | -14.2% | +91.0% | +60.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling