+334.9%
PBF vs PEG
+148.3%
+186.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.3% | -0.9% | +3.2% | +2.8% |
| 30D | +11.6% | -2.8% | +14.3% | +13.0% |
| 3M | +81.7% | -6.9% | +88.7% | +87.6% |
| 6M | +96.4% | -11.4% | +107.8% | +106.4% |
| YTD | +189.5% | -7.4% | +196.9% | +196.0% |
| 1Y | +180.7% | -8.3% | +189.0% | +187.5% |
| 3Y | +56.6% | +31.5% | +25.1% | +25.6% |
| 5Y | +802.0% | +38.0% | +764.0% | +581.4% |
| All | +334.9% | +148.3% | +186.6% | +149.1% |
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