+289.8%
PBF vs FFIV
+230.9%
+59.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -13.8% | -8.1% | -5.6% | -10.2% |
| 30D | -19.6% | -33.4% | +13.8% | -4.5% |
| 3M | +10.3% | -24.7% | +35.0% | +22.5% |
| 6M | +63.4% | -8.8% | +72.3% | +64.2% |
| YTD | +152.6% | +21.8% | +130.9% | +116.6% |
| 1Y | +87.4% | +25.3% | +62.1% | +57.6% |
| 3Y | +63.3% | +101.2% | -37.9% | +3.3% |
| 5Y | +412.5% | +40.2% | +372.3% | +280.2% |
| 10Y | +282.5% | +129.0% | +153.5% | +105.8% |
| All | +289.8% | +230.9% | +59.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling