+180.7%
PBF vs FTI
+89.8%
+90.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +2.7% |
| 7D | +2.3% | -5.6% | +7.9% | +6.3% |
| 30D | +11.6% | +0.4% | +11.2% | +11.0% |
| 3M | +81.7% | +8.1% | +73.6% | +70.8% |
| 6M | +96.4% | +16.7% | +79.7% | +71.1% |
| YTD | +189.5% | +70.0% | +119.5% | +65.8% |
| 1Y | +180.7% | +85.4% | +95.3% | +32.7% |
| All | +180.7% | +89.8% | +90.9% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling