+330.8%
PBF vs FIVE
+641.5%
-310.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.8% |
| 7D | +4.3% | +4.3% | 0.0% | +3.0% |
| 30D | +22.0% | +12.5% | +9.5% | +17.4% |
| 3M | +74.5% | +31.2% | +43.3% | +60.2% |
| 6M | +67.7% | +14.4% | +53.3% | +57.0% |
| YTD | +179.2% | +33.9% | +145.3% | +148.1% |
| 1Y | +170.0% | +65.1% | +104.9% | +123.4% |
| 3Y | +66.4% | +49.0% | +17.4% | +30.9% |
| 5Y | +764.5% | +30.3% | +734.2% | +576.2% |
| 10Y | +358.5% | +481.1% | -122.6% | +134.8% |
| All | +330.8% | +641.5% | -310.8% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling