+96.4%
PBF vs PFG
+37.6%
+58.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +6.5% | +2.4% | +4.1% | +6.2% |
| 30D | -20.0% | +5.9% | -25.9% | -20.3% |
| 3M | -3.3% | -0.4% | -2.9% | -3.2% |
| 6M | +76.8% | +14.8% | +62.0% | +76.7% |
| YTD | +168.9% | +31.9% | +137.0% | +158.9% |
| 1Y | +96.4% | +38.8% | +57.5% | +86.0% |
| All | +96.4% | +37.6% | +58.7% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling