+801.9%
PBF vs FIVN
-82.0%
+884.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | +1.4% | -9.6% | +11.0% | +2.9% |
| 30D | +15.8% | -11.9% | +27.8% | +17.8% |
| 3M | +90.3% | +40.1% | +50.2% | +78.6% |
| 6M | +102.8% | +68.3% | +34.5% | +83.6% |
| YTD | +187.3% | +51.5% | +135.9% | +162.7% |
| 1Y | +161.8% | +15.1% | +146.7% | +149.9% |
| 3Y | +55.5% | -55.6% | +111.0% | +61.5% |
| 5Y | +801.9% | -82.4% | +884.3% | +1,016.3% |
| All | +801.9% | -82.0% | +884.0% | +1,016.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling