+362.2%
PBF vs PFG
+239.8%
+122.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.5% |
| 7D | +1.4% | +3.2% | -1.8% | -2.4% |
| 30D | +15.8% | +0.9% | +14.9% | +14.0% |
| 3M | +90.3% | +7.7% | +82.6% | +74.3% |
| 6M | +102.8% | +29.0% | +73.9% | +50.9% |
| YTD | +187.3% | +32.5% | +154.9% | +107.2% |
| 1Y | +161.8% | +47.3% | +114.5% | +66.8% |
| 3Y | +55.5% | +68.2% | -12.8% | -17.8% |
| 5Y | +801.9% | +108.5% | +693.4% | +243.3% |
| 10Y | +362.2% | +241.4% | +120.9% | -9.3% |
| All | +362.2% | +239.8% | +122.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling