+330.8%
PBF vs FTI
+177.5%
+153.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +4.3% | +5.3% | -1.0% | +0.7% |
| 30D | +22.0% | +15.3% | +6.6% | +10.9% |
| 3M | +74.5% | +15.8% | +58.7% | +57.2% |
| 6M | +67.7% | +22.6% | +45.1% | +44.1% |
| YTD | +179.2% | +79.5% | +99.6% | +84.9% |
| 1Y | +170.0% | +102.0% | +68.0% | +65.5% |
| 3Y | +66.4% | +315.8% | -249.4% | -40.5% |
| 5Y | +764.5% | +1,129.5% | -365.0% | +36.6% |
| 10Y | +358.5% | +320.9% | +37.6% | +9.1% |
| All | +330.8% | +177.5% | +153.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling