+311.4%
PBF vs FIVN
+318.5%
-7.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +4.3% | -2.3% | +6.6% | +4.6% |
| 30D | +22.0% | +12.4% | +9.6% | +20.0% |
| 3M | +74.5% | +36.0% | +38.5% | +67.5% |
| 6M | +67.7% | +86.0% | -18.3% | +54.5% |
| YTD | +179.2% | +65.9% | +113.2% | +159.2% |
| 1Y | +170.0% | +26.5% | +143.5% | +157.7% |
| 3Y | +66.4% | -54.2% | +120.6% | +70.9% |
| 5Y | +764.5% | -80.5% | +844.9% | +826.6% |
| 10Y | +358.5% | +109.6% | +248.9% | +249.3% |
| All | +311.4% | +318.5% | -7.1% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling