+170.0%
PBF vs FIVN
+27.5%
+142.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | +4.3% | -2.3% | +6.6% | +4.5% |
| 30D | +22.0% | +12.4% | +9.6% | +20.6% |
| 3M | +74.5% | +36.0% | +38.5% | +68.9% |
| 6M | +67.7% | +86.0% | -18.3% | +62.5% |
| YTD | +179.2% | +65.9% | +113.2% | +170.4% |
| 1Y | +170.0% | +26.5% | +143.5% | +161.8% |
| All | +170.0% | +27.5% | +142.5% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 1y: compounded portfolio wealth divided by compounded FIVN 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…
1y analysis · Full analysis span regression · 6 months rolling