+315.0%
PBF vs FTI
+130.3%
+184.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.9% |
| 7D | +6.5% | +4.3% | +2.1% | +3.4% |
| 30D | -20.0% | -4.7% | -15.3% | -18.0% |
| 3M | -3.3% | -13.5% | +10.2% | +6.0% |
| 6M | +76.8% | -8.7% | +85.5% | +85.4% |
| YTD | +168.9% | +49.0% | +119.9% | +101.0% |
| 1Y | +96.4% | +54.0% | +42.3% | +43.7% |
| 3Y | +77.2% | +211.6% | -134.4% | -22.8% |
| 5Y | +417.7% | +881.9% | -464.1% | -5.2% |
| 10Y | +264.7% | +188.1% | +76.7% | +5.1% |
| All | +315.0% | +130.3% | +184.7% | +22.4% |
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