+313.1%
PBF vs PEG
+305.0%
+8.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +1.9% |
| 7D | +4.3% | +2.3% | +1.9% | +3.2% |
| 30D | -21.8% | +6.1% | -27.9% | -24.1% |
| 3M | +1.7% | -0.5% | +2.2% | +1.7% |
| 6M | +69.8% | -3.2% | +72.9% | +71.1% |
| YTD | +167.7% | -4.4% | +172.2% | +169.2% |
| 1Y | +89.0% | -7.4% | +96.3% | +93.1% |
| 3Y | +78.8% | +33.9% | +44.8% | +45.2% |
| 5Y | +415.4% | +42.3% | +373.1% | +294.7% |
| 10Y | +263.1% | +166.4% | +96.7% | +101.5% |
| All | +313.1% | +305.0% | +8.1% | +72.1% |
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 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