+396.1%
PBF vs PFG
+101.8%
+294.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +1.1% |
| 7D | -7.4% | +2.3% | -9.7% | -8.7% |
| 30D | -17.5% | +7.6% | -25.1% | -21.2% |
| 3M | +13.1% | +2.5% | +10.6% | +10.8% |
| 6M | +72.6% | +16.6% | +56.0% | +55.6% |
| YTD | +161.2% | +34.1% | +127.1% | +113.0% |
| 1Y | +93.3% | +44.1% | +49.3% | +50.1% |
| 3Y | +80.7% | +86.3% | -5.6% | +16.6% |
| 5Y | +396.1% | +101.6% | +294.5% | +171.1% |
| All | +396.1% | +101.8% | +294.3% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling