+88.1%
PBF vs FFIV
+32.1%
+56.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | -22.2% | -33.3% | +11.1% | -17.7% |
| 3M | +1.3% | -24.9% | +26.2% | +3.8% |
| 6M | +69.0% | -10.5% | +79.5% | +66.9% |
| YTD | +166.5% | +24.4% | +142.1% | +151.4% |
| 1Y | +88.1% | +32.3% | +55.8% | +80.4% |
| All | +88.1% | +32.1% | +56.0% | +80.4% |
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