+180.7%
PBF vs FIVN
+15.3%
+165.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.3% | -11.3% | +13.6% | +3.1% |
| 30D | +11.6% | -7.3% | +18.9% | +12.0% |
| 3M | +81.7% | +41.7% | +40.1% | +76.1% |
| 6M | +96.4% | +78.3% | +18.2% | +92.4% |
| YTD | +189.5% | +50.9% | +138.6% | +182.5% |
| 1Y | +180.7% | +19.7% | +161.1% | +168.9% |
| All | +180.7% | +15.3% | +165.5% | +168.9% |
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