+56.0%
PBF vs PFG
+71.3%
-15.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.0% |
| 7D | +2.4% | +6.0% | -3.6% | -0.9% |
| 30D | +24.9% | +2.2% | +22.6% | +23.2% |
| 3M | +81.9% | +10.4% | +71.5% | +71.7% |
| 6M | +79.4% | +27.8% | +51.6% | +54.3% |
| YTD | +188.3% | +33.6% | +154.7% | +140.3% |
| 1Y | +177.3% | +49.3% | +128.0% | +113.2% |
| 3Y | +56.0% | +69.7% | -13.7% | +11.5% |
| All | +56.0% | +71.3% | -15.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling