+344.9%
PBF vs BTG
+89.6%
+255.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +3.4% |
| 7D | +2.4% | +4.8% | -2.4% | +2.2% |
| 30D | +24.9% | +8.3% | +16.5% | +24.4% |
| 3M | +81.9% | +32.3% | +49.6% | +79.3% |
| 6M | +79.4% | +3.0% | +76.4% | +78.4% |
| YTD | +188.3% | +21.9% | +166.4% | +183.6% |
| 1Y | +177.3% | +28.2% | +149.1% | +171.6% |
| 3Y | +56.0% | +99.9% | -43.9% | +48.4% |
| 5Y | +804.0% | +73.6% | +730.5% | +763.4% |
| 10Y | +334.1% | +136.5% | +197.6% | +309.6% |
| All | +344.9% | +89.6% | +255.3% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling