+55.7%
PBF vs BG
+19.0%
+36.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.4% | +0.5% | +0.8% | +1.0% |
| 30D | +15.8% | +10.3% | +5.5% | +9.3% |
| 3M | +90.3% | -1.9% | +92.2% | +91.6% |
| 6M | +102.8% | +5.2% | +97.6% | +96.3% |
| YTD | +187.3% | +41.2% | +146.2% | +132.0% |
| 1Y | +161.8% | +50.5% | +111.3% | +102.3% |
| All | +55.7% | +19.0% | +36.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling