+330.8%
PBF vs PEG
+295.4%
+35.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +4.3% | +0.7% | +3.6% | +3.9% |
| 30D | +22.0% | -2.4% | +24.4% | +23.3% |
| 3M | +74.5% | -4.8% | +79.3% | +77.8% |
| 6M | +67.7% | -10.7% | +78.4% | +75.1% |
| YTD | +179.2% | -6.7% | +185.9% | +184.4% |
| 1Y | +170.0% | -6.8% | +176.8% | +174.0% |
| 3Y | +66.4% | +34.5% | +31.9% | +34.5% |
| 5Y | +764.5% | +35.8% | +728.7% | +578.6% |
| 10Y | +358.5% | +141.7% | +216.8% | +164.5% |
| All | +330.8% | +295.4% | +35.3% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling