+161.8%
PBF vs PFG
+47.8%
+114.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | +1.4% | +3.2% | -1.8% | +1.3% |
| 30D | +15.8% | +0.9% | +14.9% | +15.9% |
| 3M | +90.3% | +7.7% | +82.6% | +90.1% |
| 6M | +102.8% | +29.0% | +73.9% | +101.0% |
| YTD | +187.3% | +32.5% | +154.9% | +184.2% |
| 1Y | +161.8% | +47.3% | +114.5% | +170.5% |
| All | +161.8% | +47.8% | +114.0% | +170.5% |
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