+801.9%
PBF vs PEG
+33.9%
+768.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +15.8% | -1.7% | +17.6% | +16.2% |
| 3M | +90.3% | -6.8% | +97.1% | +92.8% |
| 6M | +102.8% | -11.4% | +114.2% | +107.4% |
| YTD | +187.3% | -7.2% | +194.6% | +189.5% |
| 1Y | +161.8% | -6.1% | +168.0% | +162.1% |
| 3Y | +55.5% | +31.8% | +23.7% | +38.4% |
| 5Y | +801.9% | +35.6% | +766.3% | +702.6% |
| All | +801.9% | +33.9% | +768.0% | +702.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling