+59.3%
PBF vs AJG
+8.2%
+51.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +5.3% | -8.3% | +13.6% | +6.1% |
| 30D | +11.7% | -5.7% | +17.4% | +12.2% |
| 3M | +91.1% | +9.1% | +82.0% | +87.2% |
| 6M | +88.4% | +15.2% | +73.2% | +83.3% |
| YTD | +194.1% | -6.3% | +200.3% | +191.9% |
| 1Y | +180.4% | -19.1% | +199.5% | +181.1% |
| 3Y | +59.3% | +8.2% | +51.1% | +65.4% |
| All | +59.3% | +8.2% | +51.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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