+341.8%
PBF vs AGI
+392.3%
-50.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +5.3% | -2.7% | +8.1% | +5.2% |
| 30D | +11.7% | +7.2% | +4.5% | +12.2% |
| 3M | +91.1% | +4.3% | +86.8% | +92.2% |
| 6M | +88.4% | -27.1% | +115.5% | +87.7% |
| YTD | +194.1% | -6.6% | +200.7% | +195.0% |
| 1Y | +180.4% | +9.5% | +170.9% | +183.2% |
| 3Y | +59.3% | +208.4% | -149.1% | +69.3% |
| 5Y | +816.3% | +401.6% | +414.6% | +905.8% |
| All | +341.8% | +392.3% | -50.6% | +503.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling