+180.4%
PBF vs BG
+53.0%
+127.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | +5.3% | +3.1% | +2.2% | +4.0% |
| 30D | +11.7% | +10.2% | +1.5% | +7.2% |
| 3M | +91.1% | -1.7% | +92.8% | +92.9% |
| 6M | +88.4% | +1.0% | +87.5% | +89.0% |
| YTD | +194.1% | +39.9% | +154.1% | +160.7% |
| 1Y | +180.4% | +53.2% | +127.2% | +150.8% |
| All | +180.4% | +53.0% | +127.5% | +150.8% |
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