+252.3%
PBF vs FFIV
+132.4%
+119.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.2% |
| 7D | -7.4% | -2.1% | -5.3% | -6.2% |
| 30D | -17.5% | -33.8% | +16.3% | +1.6% |
| 3M | +13.1% | -20.6% | +33.7% | +23.9% |
| 6M | +72.6% | -10.2% | +82.9% | +74.3% |
| YTD | +161.2% | +24.5% | +136.7% | +112.0% |
| 1Y | +93.3% | +29.3% | +64.0% | +52.4% |
| 3Y | +80.7% | +103.8% | -23.1% | -1.1% |
| 5Y | +396.1% | +40.9% | +355.2% | +238.1% |
| 10Y | +252.3% | +126.6% | +125.7% | +33.3% |
| All | +252.3% | +132.4% | +119.9% | +33.3% |
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