+330.8%
PBF vs PFG
+572.6%
-241.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | +0.1% |
| 7D | +4.3% | +5.5% | -1.2% | -1.3% |
| 30D | +22.0% | +2.4% | +19.6% | +18.7% |
| 3M | +74.5% | +13.6% | +60.9% | +53.1% |
| 6M | +67.7% | +27.9% | +39.8% | +29.2% |
| YTD | +179.2% | +35.6% | +143.6% | +102.3% |
| 1Y | +170.0% | +48.5% | +121.5% | +77.3% |
| 3Y | +66.4% | +66.9% | -0.5% | -5.9% |
| 5Y | +764.5% | +111.0% | +653.5% | +263.5% |
| 10Y | +358.5% | +244.5% | +114.0% | +30.5% |
| All | +330.8% | +572.6% | -241.8% | -17.0% |
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