+802.0%
PBF vs AGI
+389.1%
+412.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.9% |
| 7D | +2.3% | -5.4% | +7.7% | +2.6% |
| 30D | +11.6% | +6.6% | +4.9% | +10.9% |
| 3M | +81.7% | +8.2% | +73.5% | +80.0% |
| 6M | +96.4% | -29.3% | +125.7% | +102.7% |
| YTD | +189.5% | -7.4% | +196.8% | +183.8% |
| 1Y | +180.7% | +7.9% | +172.8% | +166.9% |
| 3Y | +56.6% | +206.2% | -149.6% | +17.4% |
| 5Y | +802.0% | +397.6% | +404.4% | +468.2% |
| All | +802.0% | +389.1% | +412.9% | +468.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling