+341.8%
PBF vs FTI
+305.3%
+36.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.8% |
| 7D | +5.3% | -4.4% | +9.7% | +8.7% |
| 30D | +11.7% | +1.5% | +10.2% | +10.3% |
| 3M | +91.1% | +8.2% | +82.9% | +79.1% |
| 6M | +88.4% | +18.8% | +69.6% | +63.3% |
| YTD | +194.1% | +71.7% | +122.4% | +94.1% |
| 1Y | +180.4% | +90.0% | +90.4% | +72.6% |
| 3Y | +59.3% | +270.5% | -211.2% | -43.6% |
| 5Y | +816.3% | +1,084.5% | -268.3% | +22.1% |
| All | +341.8% | +305.3% | +36.5% | -5.1% |
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