+180.4%
PBF vs AGI
+9.2%
+171.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.7% |
| 7D | +5.3% | -2.7% | +8.1% | +4.9% |
| 30D | +11.7% | +7.2% | +4.5% | +13.1% |
| 3M | +91.1% | +4.3% | +86.8% | +94.4% |
| 6M | +88.4% | -27.1% | +115.5% | +91.6% |
| YTD | +194.1% | -6.6% | +200.7% | +186.9% |
| 1Y | +180.4% | +9.5% | +170.9% | +175.7% |
| All | +180.4% | +9.2% | +171.2% | +175.7% |
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