+180.7%
PBF vs PEG
-6.5%
+187.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.0% |
| 30D | +11.6% | -2.8% | +14.3% | +10.6% |
| 3M | +81.7% | -6.9% | +88.7% | +77.6% |
| 6M | +96.4% | -11.4% | +107.8% | +90.2% |
| YTD | +189.5% | -7.4% | +196.9% | +179.1% |
| 1Y | +180.7% | -8.3% | +189.0% | +171.9% |
| All | +180.7% | -6.5% | +187.3% | +171.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling