+318.5%
PBF vs FTV
+90.8%
+227.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.5% |
| 7D | +4.3% | -4.5% | +8.8% | +7.9% |
| 30D | +22.0% | -7.1% | +29.0% | +28.9% |
| 3M | +74.5% | -7.2% | +81.7% | +80.6% |
| 6M | +67.7% | -1.5% | +69.2% | +62.7% |
| YTD | +179.2% | +3.5% | +175.7% | +154.2% |
| 1Y | +170.0% | +20.3% | +149.7% | +114.1% |
| 3Y | +66.4% | -3.1% | +69.5% | +55.2% |
| 5Y | +764.5% | +2.3% | +762.1% | +623.5% |
| 10Y | +358.5% | +76.3% | +282.2% | +159.7% |
| All | +318.5% | +90.8% | +227.7% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling