+801.9%
PBF vs FTV
+1.8%
+800.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.4% | -1.3% | +2.6% | +1.8% |
| 30D | +15.8% | -9.5% | +25.4% | +20.0% |
| 3M | +90.3% | -10.9% | +101.2% | +96.6% |
| 6M | +102.8% | -0.6% | +103.4% | +98.1% |
| YTD | +187.3% | +1.4% | +185.9% | +175.5% |
| 1Y | +161.8% | +17.6% | +144.2% | +132.5% |
| 3Y | +55.5% | -3.3% | +58.7% | +49.1% |
| 5Y | +801.9% | -0.1% | +802.1% | +800.1% |
| All | +801.9% | +1.8% | +800.1% | +800.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling