+255.2%
PBF vs FFIV
+130.1%
+125.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.3% |
| 7D | -4.0% | -2.9% | -1.0% | -2.3% |
| 30D | -18.0% | -32.4% | +14.4% | -0.2% |
| 3M | +0.9% | -22.7% | +23.6% | +12.3% |
| 6M | +65.7% | -10.7% | +76.4% | +67.9% |
| YTD | +161.9% | +25.4% | +136.5% | +111.8% |
| 1Y | +77.8% | +34.2% | +43.6% | +37.2% |
| 3Y | +74.9% | +101.2% | -26.3% | -3.3% |
| 5Y | +423.4% | +42.0% | +381.4% | +255.2% |
| 10Y | +255.2% | +126.7% | +128.4% | +36.3% |
| All | +255.2% | +130.1% | +125.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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