+61.2%
PBF vs BTSG
+493.4%
-432.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.5% | +6.0% | +0.4% | +6.1% |
| 30D | -20.0% | +12.4% | -32.4% | -20.4% |
| 3M | -3.3% | +18.2% | -21.6% | -4.1% |
| 6M | +76.8% | +26.0% | +50.8% | +75.1% |
| YTD | +168.9% | +90.1% | +78.8% | +157.6% |
| 1Y | +96.4% | +124.3% | -27.9% | +84.2% |
| All | +61.2% | +493.4% | -432.2% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling