+415.4%
PBF vs FIVN
-82.6%
+498.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +4.3% | -17.4% | +21.7% | +6.9% |
| 30D | -21.8% | -20.4% | -1.4% | -19.6% |
| 3M | +1.7% | -9.6% | +11.4% | +2.1% |
| 6M | +69.8% | +34.7% | +35.1% | +58.7% |
| YTD | +167.7% | +40.6% | +127.1% | +145.3% |
| 1Y | +89.0% | +34.3% | +54.7% | +74.1% |
| 3Y | +78.8% | -55.5% | +134.3% | +84.1% |
| 5Y | +415.4% | -82.5% | +497.9% | +496.6% |
| All | +415.4% | -82.6% | +498.0% | +496.6% |
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