+111.0%
PBF vs AGI
-1.1%
+112.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +10.8% | -17.5% | -4.4% |
| 7D | -0.9% | -5.3% | +4.4% | -1.2% |
| 30D | -13.7% | -7.1% | -6.6% | -14.2% |
| 3M | +10.6% | +4.4% | +6.2% | +12.7% |
| 6M | +61.2% | -23.0% | +84.2% | +59.3% |
| YTD | +172.7% | -22.0% | +194.7% | +152.1% |
| 1Y | +111.0% | +0.3% | +110.7% | +73.4% |
| All | +111.0% | -1.1% | +112.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling