+94.7%
PBF vs FBTC
+65.3%
+29.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.0% |
| 7D | +4.3% | +2.9% | +1.4% | +3.9% |
| 30D | +22.0% | +23.0% | -1.0% | +18.4% |
| 3M | +74.5% | +25.6% | +48.9% | +68.6% |
| 6M | +67.7% | +9.0% | +58.7% | +64.5% |
| YTD | +179.2% | -8.9% | +188.1% | +179.8% |
| 1Y | +170.0% | -27.5% | +197.5% | +179.0% |
| All | +94.7% | +65.3% | +29.4% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling