+180.7%
PBF vs BTSG
+119.4%
+61.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.4% | 0.0% |
| 7D | +2.3% | -5.8% | +8.1% | +1.7% |
| 30D | +11.6% | 0.0% | +11.6% | +11.6% |
| 3M | +81.7% | -4.5% | +86.2% | +84.6% |
| 6M | +96.4% | +40.0% | +56.4% | +113.6% |
| YTD | +189.5% | +54.6% | +134.9% | +214.6% |
| 1Y | +180.7% | +106.1% | +74.6% | +202.2% |
| All | +180.7% | +119.4% | +61.4% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling