+315.0%
PBF vs AGI
+73.8%
+241.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.4% |
| 7D | +6.5% | -10.1% | +16.6% | +6.2% |
| 30D | -20.0% | -6.5% | -13.5% | -20.0% |
| 3M | -3.3% | -12.8% | +9.5% | -3.5% |
| 6M | +76.8% | -34.3% | +111.1% | +76.2% |
| YTD | +168.9% | -25.6% | +194.6% | +168.2% |
| 1Y | +96.4% | -14.2% | +110.6% | +95.9% |
| 3Y | +77.2% | +127.3% | -50.1% | +78.5% |
| 5Y | +417.7% | +241.8% | +176.0% | +423.0% |
| 10Y | +264.7% | +381.8% | -117.0% | +293.8% |
| All | +315.0% | +73.8% | +241.2% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling