+209.3%
AG vs PBF
+79.2%
+130.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.4% |
| 7D | -6.0% | +4.3% | -10.3% | -6.3% |
| 30D | -14.3% | -21.8% | +7.5% | -12.9% |
| 3M | -26.9% | +1.7% | -28.7% | -27.6% |
| 6M | -42.1% | +69.8% | -111.9% | -46.1% |
| YTD | -15.9% | +167.7% | -183.6% | -30.5% |
| 1Y | +11.5% | +89.0% | -77.4% | -0.5% |
| All | +209.3% | +79.2% | +130.1% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling