+111.0%
PBF vs BTG
+24.4%
+86.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.7% | -15.4% | -5.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.5% |
| 30D | -13.7% | -0.8% | -12.9% | -13.3% |
| 3M | +10.6% | +31.8% | -21.2% | +14.5% |
| 6M | +61.2% | +20.4% | +40.7% | +66.3% |
| YTD | +172.7% | +14.7% | +158.0% | +167.3% |
| 1Y | +111.0% | +29.4% | +81.7% | +100.4% |
| All | +111.0% | +24.4% | +86.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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