+96.4%
PBF vs FFIV
+28.7%
+67.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.9% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | -20.0% | -32.4% | +12.4% | -15.7% |
| 3M | -3.3% | -25.7% | +22.4% | -0.8% |
| 6M | +76.8% | -13.5% | +90.3% | +75.7% |
| YTD | +168.9% | +21.1% | +147.8% | +156.0% |
| 1Y | +96.4% | +29.4% | +66.9% | +90.7% |
| All | +96.4% | +28.7% | +67.6% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling