+341.8%
PBF vs BTG
+159.3%
+182.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +5.3% | -3.8% | +9.1% | +5.5% |
| 30D | +11.7% | +3.6% | +8.1% | +11.5% |
| 3M | +91.1% | +32.0% | +59.1% | +88.4% |
| 6M | +88.4% | +3.4% | +85.1% | +87.6% |
| YTD | +194.1% | +20.8% | +173.3% | +189.1% |
| 1Y | +180.4% | +22.4% | +158.0% | +175.1% |
| 3Y | +59.3% | +91.7% | -32.4% | +50.7% |
| 5Y | +816.3% | +79.0% | +737.3% | +772.0% |
| All | +341.8% | +159.3% | +182.5% | +337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling