+247.7%
PBF vs PEG
+167.4%
+80.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +3.8% | +2.3% | +1.5% | +2.6% |
| 30D | -22.2% | +6.1% | -28.3% | -24.6% |
| 3M | +1.3% | -0.5% | +1.8% | +1.3% |
| 6M | +69.0% | -3.2% | +72.2% | +70.4% |
| YTD | +166.5% | -4.4% | +170.9% | +167.9% |
| 1Y | +88.1% | -7.4% | +95.5% | +92.4% |
| 3Y | +77.9% | +33.9% | +44.0% | +40.6% |
| 5Y | +413.0% | +42.3% | +370.7% | +277.4% |
| All | +247.7% | +167.4% | +80.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling