+282.7%
AG vs PBF
+55.5%
+227.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | +12.5% | +15.8% | -3.4% | +10.8% |
| 3M | +28.2% | +90.3% | -62.1% | +19.1% |
| 6M | -18.8% | +102.8% | -121.7% | -26.9% |
| YTD | +27.4% | +187.3% | -160.0% | +6.0% |
| 1Y | +132.2% | +161.8% | -29.7% | +94.8% |
| All | +282.7% | +55.5% | +227.2% | +259.3% |
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