+88.6%
AG vs PBF
+184.8%
-96.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.8% |
| 7D | -6.7% | +5.3% | -12.1% | -6.2% |
| 30D | +2.2% | +11.7% | -9.6% | +3.6% |
| 3M | +15.7% | +91.1% | -75.4% | +24.1% |
| 6M | -23.8% | +88.4% | -112.2% | -18.6% |
| YTD | +17.6% | +194.1% | -176.4% | +22.8% |
| 1Y | +88.6% | +180.4% | -91.8% | +103.1% |
| All | +88.6% | +184.8% | -96.2% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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