+284.5%
PBF vs FIVE
+563.4%
-278.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -13.8% | -0.3% | -13.5% | -13.8% |
| 30D | -19.6% | +17.7% | -37.3% | -23.9% |
| 3M | +10.3% | +4.0% | +6.3% | +7.6% |
| 6M | +63.4% | +2.6% | +60.8% | +58.6% |
| YTD | +152.6% | +27.6% | +125.1% | +123.4% |
| 1Y | +87.4% | +59.9% | +27.4% | +52.6% |
| 3Y | +63.3% | +35.8% | +27.5% | +29.0% |
| 5Y | +412.5% | +14.4% | +398.0% | +310.8% |
| All | +284.5% | +563.4% | -278.9% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling