+334.9%
PBF vs FIVN
+115.6%
+219.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.3% | -11.3% | +13.6% | +3.6% |
| 30D | +11.6% | -7.3% | +18.9% | +12.3% |
| 3M | +81.7% | +41.7% | +40.1% | +73.9% |
| 6M | +96.4% | +78.3% | +18.2% | +82.6% |
| YTD | +189.5% | +50.9% | +138.6% | +172.5% |
| 1Y | +180.7% | +19.7% | +161.1% | +170.2% |
| 3Y | +56.6% | -55.7% | +112.4% | +59.9% |
| 5Y | +802.0% | -82.6% | +884.5% | +847.5% |
| All | +334.9% | +115.6% | +219.3% | +291.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling