-6.3%
AG vs PBF
+303.9%
-310.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.9% |
| 7D | +1.0% | +4.3% | -3.3% | +0.7% |
| 30D | +19.2% | +22.0% | -2.8% | +17.1% |
| 3M | +6.2% | +74.5% | -68.3% | +0.9% |
| 6M | -26.7% | +67.7% | -94.4% | -30.7% |
| YTD | +26.1% | +179.2% | -153.1% | +13.3% |
| 1Y | +131.7% | +170.0% | -38.3% | +107.8% |
| 3Y | +255.3% | +66.4% | +189.0% | +226.7% |
| 5Y | +61.9% | +764.5% | -702.6% | +31.0% |
| 10Y | +72.0% | +358.5% | -286.5% | +30.6% |
| All | -6.3% | +303.9% | -310.1% | -32.8% |
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