-39.0%
AG vs PBF
+289.1%
-328.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -10.0% | +6.5% | -16.4% | -10.4% |
| 30D | -10.5% | -20.0% | +9.5% | -9.2% |
| 3M | -27.3% | -3.3% | -23.9% | -27.5% |
| 6M | -43.0% | +76.8% | -119.8% | -46.2% |
| YTD | -17.9% | +168.9% | -186.8% | -26.4% |
| 1Y | +11.9% | +96.4% | -84.4% | +3.3% |
| 3Y | +201.8% | +77.2% | +124.6% | +175.4% |
| 5Y | -0.1% | +417.7% | -417.8% | -16.9% |
| 10Y | +72.7% | +264.7% | -192.0% | +35.4% |
| All | -39.0% | +289.1% | -328.0% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling