+96.4%
PBF vs AGI
-15.8%
+112.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.3% |
| 7D | +6.5% | -10.1% | +16.6% | +4.1% |
| 30D | -20.0% | -6.5% | -13.5% | -20.3% |
| 3M | -3.3% | -12.8% | +9.5% | -4.7% |
| 6M | +76.8% | -34.3% | +111.1% | +70.8% |
| YTD | +168.9% | -25.6% | +194.6% | +147.1% |
| 1Y | +96.4% | -14.2% | +110.6% | +69.6% |
| All | +96.4% | -15.8% | +112.1% | +69.6% |
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