+72.8%
AG vs PBF
+817.4%
-744.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | +12.5% | +15.8% | -3.4% | +10.1% |
| 3M | +28.2% | +90.3% | -62.1% | +16.5% |
| 6M | -18.8% | +102.8% | -121.7% | -28.3% |
| YTD | +27.4% | +187.3% | -160.0% | +4.8% |
| 1Y | +132.2% | +161.8% | -29.7% | +92.5% |
| 3Y | +286.9% | +55.5% | +231.4% | +241.0% |
| 5Y | +72.8% | +801.9% | -729.1% | +5.7% |
| All | +72.8% | +817.4% | -744.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling