+304.1%
PBF vs PFG
+561.1%
-257.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.8% |
| 7D | -4.0% | -2.2% | -1.7% | -2.0% |
| 30D | -18.0% | +6.4% | -24.3% | -23.1% |
| 3M | +0.9% | +2.2% | -1.3% | -2.5% |
| 6M | +65.7% | +16.3% | +49.5% | +40.6% |
| YTD | +161.9% | +33.2% | +128.6% | +91.3% |
| 1Y | +77.8% | +40.6% | +37.2% | +22.9% |
| 3Y | +74.9% | +83.3% | -8.5% | -10.2% |
| 5Y | +423.4% | +97.7% | +325.6% | +132.0% |
| 10Y | +255.2% | +189.9% | +65.3% | +11.9% |
| All | +304.1% | +561.1% | -257.1% | -21.6% |
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