+77.2%
PBF vs BTG
+82.1%
-4.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +6.5% | -9.1% | +15.5% | +6.7% |
| 30D | -20.0% | -1.6% | -18.4% | -19.9% |
| 3M | -3.3% | -2.8% | -0.5% | -3.4% |
| 6M | +76.8% | -7.6% | +84.4% | +77.8% |
| YTD | +168.9% | +10.2% | +158.7% | +161.6% |
| 1Y | +96.4% | +21.3% | +75.1% | +87.8% |
| 3Y | +77.2% | +82.7% | -5.5% | +49.9% |
| All | +77.2% | +82.1% | -4.9% | +49.9% |
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