+56.0%
PBF vs FTI
+284.3%
-228.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +4.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +24.9% | +12.3% | +12.5% | +16.4% |
| 3M | +81.9% | +13.8% | +68.1% | +67.4% |
| 6M | +79.4% | +24.3% | +55.1% | +55.0% |
| YTD | +188.3% | +75.8% | +112.5% | +99.8% |
| 1Y | +177.3% | +99.6% | +77.6% | +78.1% |
| 3Y | +56.0% | +278.4% | -222.4% | -29.0% |
| All | +56.0% | +284.3% | -228.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling