+77.2%
PBF vs FFIV
+95.4%
-18.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | -20.0% | -32.4% | +12.4% | -11.5% |
| 3M | -3.3% | -25.7% | +22.4% | +2.9% |
| 6M | +76.8% | -13.5% | +90.3% | +77.9% |
| YTD | +168.9% | +21.1% | +147.8% | +138.3% |
| 1Y | +96.4% | +29.4% | +66.9% | +69.2% |
| 3Y | +77.2% | +94.9% | -17.7% | +11.4% |
| All | +77.2% | +95.4% | -18.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling