+56.0%
PBF vs PEG
+34.5%
+21.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | +2.4% | +1.0% | +1.3% | +2.3% |
| 30D | +24.9% | -1.9% | +26.7% | +25.1% |
| 3M | +81.9% | -3.7% | +85.5% | +82.1% |
| 6M | +79.4% | -9.4% | +88.8% | +80.8% |
| YTD | +188.3% | -6.0% | +194.3% | +187.8% |
| 1Y | +177.3% | -4.4% | +181.6% | +174.7% |
| 3Y | +56.0% | +33.5% | +22.5% | +43.5% |
| All | +56.0% | +34.5% | +21.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling