+55.7%
PBF vs BTG
+99.9%
-44.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.3% |
| 30D | +15.8% | +9.5% | +6.4% | +15.2% |
| 3M | +90.3% | +38.5% | +51.8% | +86.5% |
| 6M | +102.8% | +5.6% | +97.2% | +103.4% |
| YTD | +187.3% | +23.9% | +163.4% | +178.5% |
| 1Y | +161.8% | +32.1% | +129.7% | +150.0% |
| All | +55.7% | +99.9% | -44.2% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling