+59.6%
PBF vs FFIV
+140.3%
-80.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.3% | -1.0% | +5.2% | +4.6% |
| 30D | +22.0% | -5.1% | +27.1% | +24.0% |
| 3M | +74.5% | -4.5% | +79.0% | +76.4% |
| 6M | +67.7% | +36.5% | +31.2% | +48.6% |
| YTD | +179.2% | +53.0% | +126.2% | +135.8% |
| 1Y | +170.0% | +24.2% | +145.8% | +148.0% |
| All | +59.6% | +140.3% | -80.7% | +3.6% |
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 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