+170.0%
PBF vs FTV
+21.5%
+148.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.5% |
| 7D | +4.3% | -4.6% | +8.9% | +3.5% |
| 30D | +22.0% | -7.2% | +29.2% | +20.4% |
| 3M | +74.5% | -7.3% | +81.8% | +72.2% |
| 6M | +67.7% | -1.6% | +69.3% | +66.1% |
| YTD | +179.2% | +3.3% | +175.8% | +170.6% |
| 1Y | +170.0% | +20.2% | +149.8% | +143.8% |
| All | +170.0% | +21.5% | +148.5% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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