+111.0%
PBF vs BG
+7.2%
+103.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.9% |
| 7D | -0.9% | -3.8% | +2.9% | +1.0% |
| 30D | -13.7% | -9.6% | -4.1% | -8.8% |
| 3M | +10.6% | -8.5% | +19.2% | +15.7% |
| 6M | +61.2% | -23.0% | +84.2% | +87.2% |
| YTD | +172.7% | +10.9% | +161.8% | +129.9% |
| 1Y | +111.0% | +6.0% | +105.1% | +83.6% |
| All | +111.0% | +7.2% | +103.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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