+77.2%
PBF vs FTV
+39.2%
+38.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +6.5% | +3.9% | +2.6% | +5.1% |
| 30D | -20.0% | +18.7% | -38.7% | -24.7% |
| 3M | -3.3% | +10.0% | -13.4% | -6.7% |
| 6M | +76.8% | +14.6% | +62.2% | +65.2% |
| YTD | +168.9% | +23.4% | +145.5% | +135.7% |
| 1Y | +96.4% | +31.3% | +65.1% | +64.2% |
| 3Y | +77.2% | +39.8% | +37.4% | +31.4% |
| All | +77.2% | +39.2% | +38.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling