+334.1%
PBF vs FIVE
+475.1%
-141.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.0% |
| 7D | +2.4% | +3.7% | -1.3% | +1.1% |
| 30D | +24.9% | +4.0% | +20.9% | +22.9% |
| 3M | +81.9% | +36.2% | +45.6% | +63.7% |
| 6M | +79.4% | +18.0% | +61.3% | +64.9% |
| YTD | +188.3% | +34.9% | +153.4% | +152.4% |
| 1Y | +177.3% | +67.9% | +109.3% | +123.4% |
| 3Y | +56.0% | +57.3% | -1.3% | +17.2% |
| 5Y | +804.0% | +39.5% | +764.5% | +567.9% |
| 10Y | +334.1% | +496.4% | -162.3% | +120.3% |
| All | +334.1% | +475.1% | -141.0% | +120.3% |
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