+255.2%
PBF vs FIVE
+535.9%
-280.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.1% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -18.0% | +17.4% | -35.4% | -22.3% |
| 3M | +0.9% | +7.0% | -6.1% | -2.2% |
| 6M | +65.7% | +20.5% | +45.3% | +53.0% |
| YTD | +161.9% | +33.1% | +128.8% | +128.5% |
| 1Y | +77.8% | +67.1% | +10.7% | +42.9% |
| 3Y | +74.9% | +41.9% | +33.0% | +36.3% |
| 5Y | +423.4% | +21.1% | +402.3% | +311.0% |
| 10Y | +255.2% | +518.8% | -263.7% | +73.0% |
| All | +255.2% | +535.9% | -280.8% | +73.0% |
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