+415.4%
PBF vs FIVE
+18.5%
+396.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.4% |
| 7D | +4.3% | +2.4% | +1.8% | +3.9% |
| 30D | -21.8% | +15.8% | -37.7% | -23.6% |
| 3M | +1.7% | +3.8% | -2.1% | +0.7% |
| 6M | +69.8% | +18.5% | +51.3% | +63.9% |
| YTD | +167.7% | +31.2% | +136.5% | +150.3% |
| 1Y | +89.0% | +61.8% | +27.1% | +69.4% |
| 3Y | +78.8% | +39.9% | +38.9% | +54.6% |
| 5Y | +415.4% | +18.3% | +397.1% | +429.7% |
| All | +415.4% | +18.5% | +396.9% | +429.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling