+170.0%
PBF vs PFGC
-5.1%
+175.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.5% |
| 7D | +4.3% | -2.2% | +6.5% | +3.3% |
| 30D | +22.0% | -11.9% | +33.9% | +16.1% |
| 3M | +74.5% | +5.0% | +69.5% | +78.8% |
| 6M | +67.7% | +8.6% | +59.1% | +79.3% |
| YTD | +179.2% | +9.7% | +169.5% | +190.0% |
| 1Y | +170.0% | -6.3% | +176.3% | +187.9% |
| All | +170.0% | -5.1% | +175.1% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling