+346.7%
PBF vs BG
+147.3%
+199.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | +2.3% | +3.7% | -1.4% | 0.0% |
| 30D | +11.6% | +12.3% | -0.8% | +3.6% |
| 3M | +81.7% | -2.2% | +83.9% | +82.7% |
| 6M | +96.4% | +5.3% | +91.1% | +88.8% |
| YTD | +189.5% | +42.4% | +147.1% | +129.5% |
| 1Y | +180.7% | +55.2% | +125.6% | +108.4% |
| 3Y | +56.6% | +21.0% | +35.7% | +33.7% |
| 5Y | +802.0% | +87.1% | +714.8% | +479.9% |
| 10Y | +365.7% | +169.8% | +195.8% | +118.0% |
| All | +346.7% | +147.3% | +199.4% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling