+303.0%
PBF vs PFG
+565.2%
-262.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | -0.3% |
| 7D | -7.4% | +2.3% | -9.7% | -9.6% |
| 30D | -17.5% | +7.6% | -25.1% | -23.4% |
| 3M | +13.1% | +2.5% | +10.6% | +9.1% |
| 6M | +72.6% | +16.6% | +56.0% | +46.2% |
| YTD | +161.2% | +34.1% | +127.1% | +89.9% |
| 1Y | +93.3% | +44.1% | +49.3% | +30.8% |
| 3Y | +80.7% | +86.3% | -5.6% | -8.5% |
| 5Y | +396.1% | +101.6% | +294.5% | +115.8% |
| 10Y | +252.3% | +197.9% | +54.4% | +8.9% |
| All | +303.0% | +565.2% | -262.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling