+802.0%
PBF vs BTG
+75.0%
+727.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | +2.3% | -5.5% | +7.8% | +3.0% |
| 30D | +11.6% | +6.1% | +5.5% | +10.3% |
| 3M | +81.7% | +38.6% | +43.1% | +71.4% |
| 6M | +96.4% | +0.7% | +95.8% | +93.9% |
| YTD | +189.5% | +20.3% | +169.1% | +171.2% |
| 1Y | +180.7% | +25.0% | +155.7% | +158.0% |
| 3Y | +56.6% | +97.3% | -40.7% | +21.3% |
| 5Y | +802.0% | +78.3% | +723.7% | +614.5% |
| All | +802.0% | +75.0% | +727.0% | +614.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling