-2.4%
AGG vs PBF
+785.3%
-787.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.6% |
| 7D | -0.9% | +2.3% | -3.3% | -0.9% |
| 30D | -1.0% | +11.6% | -12.5% | -0.8% |
| 3M | -1.3% | +81.7% | -83.0% | -0.6% |
| 6M | -2.1% | +96.4% | -98.5% | -1.3% |
| YTD | -1.2% | +189.5% | -190.7% | 0.0% |
| 1Y | -0.5% | +180.7% | -181.2% | +0.7% |
| 3Y | +12.4% | +56.6% | -44.2% | +13.3% |
| 5Y | -2.4% | +802.0% | -804.4% | +0.3% |
| All | -2.4% | +785.3% | -787.7% | +0.3% |
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 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