+26.7%
AGG vs PBF
+317.1%
-290.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | +0.1% | +2.4% | -2.2% | +0.1% |
| 30D | -0.4% | +24.9% | -25.2% | -0.3% |
| 3M | -0.3% | +81.9% | -82.1% | -0.1% |
| 6M | -1.2% | +79.4% | -80.6% | -1.0% |
| YTD | -0.4% | +188.3% | -188.7% | -0.1% |
| 1Y | +0.4% | +177.3% | -176.9% | +0.7% |
| 3Y | +13.4% | +56.0% | -42.6% | +13.7% |
| 5Y | -1.4% | +804.0% | -805.4% | -1.1% |
| 10Y | +14.8% | +334.1% | -319.3% | +14.3% |
| All | +26.7% | +317.1% | -290.4% | +26.2% |
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