+55.7%
PBF vs AGI
+214.4%
-158.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.3% |
| 7D | +1.4% | +2.2% | -0.8% | +1.5% |
| 30D | +15.8% | +11.3% | +4.6% | +16.4% |
| 3M | +90.3% | +5.6% | +84.6% | +91.6% |
| 6M | +102.8% | -27.7% | +130.5% | +107.5% |
| YTD | +187.3% | -4.1% | +191.4% | +183.8% |
| 1Y | +161.8% | +13.8% | +148.1% | +153.9% |
| All | +55.7% | +214.4% | -158.7% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling