+801.9%
PBF vs FTI
+1,177.2%
-375.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.9% |
| 30D | +15.8% | +5.0% | +10.8% | +12.1% |
| 3M | +90.3% | +13.8% | +76.4% | +73.9% |
| 6M | +102.8% | +22.9% | +79.9% | +74.8% |
| YTD | +187.3% | +75.0% | +112.3% | +95.4% |
| 1Y | +161.8% | +96.9% | +65.0% | +65.1% |
| 3Y | +55.5% | +276.7% | -221.3% | -38.7% |
| 5Y | +801.9% | +1,157.0% | -355.1% | +15.0% |
| All | +801.9% | +1,177.2% | -375.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling