+334.9%
PBF vs FTV
+80.1%
+254.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +2.6% |
| 7D | +2.3% | -5.2% | +7.5% | +6.6% |
| 30D | +11.6% | -11.5% | +23.1% | +22.5% |
| 3M | +81.7% | -9.0% | +90.8% | +91.8% |
| 6M | +96.4% | -2.0% | +98.5% | +90.3% |
| YTD | +189.5% | -0.9% | +190.4% | +172.4% |
| 1Y | +180.7% | +14.8% | +165.9% | +130.6% |
| 3Y | +56.6% | -5.5% | +62.1% | +48.5% |
| 5Y | +802.0% | -1.9% | +803.8% | +680.3% |
| All | +334.9% | +80.1% | +254.8% | +165.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling