+67.4%
PBF vs BTSG
+406.1%
-338.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +4.3% | +2.7% | +1.6% | +4.2% |
| 30D | +22.0% | -3.6% | +25.6% | +22.0% |
| 3M | +74.5% | +5.8% | +68.7% | +74.2% |
| 6M | +67.7% | +44.7% | +22.9% | +63.9% |
| YTD | +179.2% | +62.2% | +117.0% | +169.2% |
| 1Y | +170.0% | +152.1% | +17.9% | +146.2% |
| All | +67.4% | +406.1% | -338.7% | +49.8% |
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