+250.9%
PBF vs FIVN
+86.2%
+164.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.8% |
| 7D | +6.5% | -2.8% | +9.3% | +6.8% |
| 30D | -20.0% | -17.4% | -2.6% | -18.6% |
| 3M | -3.3% | -19.2% | +15.8% | -1.9% |
| 6M | +76.8% | +29.4% | +47.4% | +69.6% |
| YTD | +168.9% | +36.3% | +132.7% | +154.2% |
| 1Y | +96.4% | +33.5% | +62.9% | +85.7% |
| 3Y | +77.2% | -56.8% | +134.0% | +80.9% |
| 5Y | +417.7% | -83.0% | +500.7% | +444.8% |
| All | +250.9% | +86.2% | +164.7% | +226.3% |
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