+334.1%
PBF vs FFIV
+224.0%
+110.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +2.4% | -1.5% | +3.9% | +3.3% |
| 30D | +24.9% | -2.7% | +27.5% | +26.5% |
| 3M | +81.9% | -1.7% | +83.5% | +82.3% |
| 6M | +79.4% | +36.1% | +43.2% | +46.3% |
| YTD | +188.3% | +52.6% | +135.7% | +117.2% |
| 1Y | +177.3% | +21.5% | +155.7% | +137.5% |
| 3Y | +56.0% | +142.7% | -86.7% | -18.6% |
| 5Y | +804.0% | +92.6% | +711.5% | +418.7% |
| 10Y | +334.1% | +225.5% | +108.6% | +59.6% |
| All | +334.1% | +224.0% | +110.1% | +59.6% |
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