+249.4%
PBF vs FTI
+183.5%
+65.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.8% |
| 7D | +4.3% | +5.4% | -1.1% | +0.2% |
| 30D | -21.8% | -8.2% | -13.6% | -17.4% |
| 3M | +1.7% | -13.7% | +15.4% | +12.6% |
| 6M | +69.8% | -11.2% | +81.0% | +82.2% |
| YTD | +167.7% | +46.0% | +121.7% | +97.7% |
| 1Y | +89.0% | +51.8% | +37.2% | +35.8% |
| 3Y | +78.8% | +206.7% | -128.0% | -27.4% |
| 5Y | +415.4% | +862.0% | -446.6% | -20.9% |
| All | +249.4% | +183.5% | +65.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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